# EDGAR Filing Document

**Accession Number:** 0000872625
**File Stem:** 0001752724-25-153756
**Filing Date:** 2025-6
**Character Count:** 3201970
**Document Hash:** b969660bad13435f8f5a97e181b2f777
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-153756.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-153756

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20250430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06243
- **FILM NUMBER:** 251068725

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Strategic Series

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Franklin Core Plus Bond Fund

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

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

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

- **a. Date of fiscal year-end:** 2025-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2957823896.92

**Total Liabilities:** $490144484.79

**Net Assets:** $2467679412.13

**Delayed Delivery Securities:** $483124173.52

**Cash Not Reported:** $257.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3355.61000000 | **1-Year:** -64860.28000000 | **5-Year:** -219853.91000000 | **10-Year:** -210984.76000000 | **30-Year:** -414096.05000000

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

- **3-Month:** -46.26000000 | **1-Year:** -20517.92000000 | **5-Year:** -67664.88000000 | **10-Year:** -134587.96000000 | **30-Year:** -100186.37000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018624 | 1.96%                | -0.24%               | 0.12%                |
| Class ID C000128861 | 2.00%                | -0.19%               | 0.17%                |
| Class ID C000018620 | 1.85%                | -0.22%               | 0.26%                |
| Class ID C000018623 | 1.99%                | -0.20%               | 0.16%                |
| Class ID C000018622 | 1.81%                | -0.25%               | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2458087.47             | $34222231.01                               |
| Month 2  | $2054906.22              | $-14832908.45                              |
| Month 3  | $-1102205.26             | $-882053.41                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** BM0838

### Schedule of Portfolio Investments

| Name                                                                                  | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Block, Inc.                                                                           | Block, Inc., 8259944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10300 | PA      | $10045.07     | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10778 | PA      | $10387.93     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8837944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30172 | PA      | $27623.35     | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7991634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17702 | PA      | $16737.04     | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3401 | PA      | $3116.15      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7875298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3436 | PA      | $1862.72      | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                           | Prosper Pass-Thru Trust III, Series 2020-PT2, Class A                                             | CUSIP: 74360NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        7720 | PA      | $3231.39      | 0.00%             | 2026-04-15      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15105817.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11138 | PA      | $11317.33     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6220625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8814 | PA      | $2.32         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7317981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1348 | PA      | $312.29       | 0.00%             | 2025-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8525966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1615 | PA      | $1523.50      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8147240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3630 | PA      | $3449.86      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7984645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         369 | PA      | $359.88       | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3003 | PA      | $2848.10      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1686735.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7249 | PA      | $7562.09      | 0.00%             | 2026-12-31      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| BBCMS Mortgage Trust                                                                  | BBCMS Mortgage Trust, Series 2024-5C31, Class XA                                                  | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38521236 | PA      | $1671070.46   | 0.07%             | 2057-12-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15184 | PA      | $12763.67     | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1851 | PA      | $1809.52      | 0.00%             | 2026-11-09      | Fixed         | 9.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2156 | PA      | $1971.52      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8077961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1163 | PA      | $1149.52      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1242 | PA      | $821.97       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5956268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         609 | PA      | $0.06         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8612223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12799 | PA      | $12301.04     | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8488107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27795 | PA      | $26467.88     | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6904822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         285 | PA      | $66.67        | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2893 | PA      | $2653.88      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197844.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2452 | PA      | $1375.32      | 0.00%             | 2026-12-07      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2409900.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         484 | PA      | $474.49       | 0.00%             | 2027-01-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2911 | PA      | $2545.09      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8752942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24841 | PA      | $23777.20     | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297DT40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100379 | PA      | $103948.32    | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                                 | Allwyn Entertainment Financing UK plc                                                             | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     6000000 | PA      | $6227295.00   | 0.25%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6946078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1495 | PA      | $763.54       | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5945214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         656 | PA      | $0.00         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8603688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9280 | PA      | $9081.63      | 0.00%             | 2026-07-09      | 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        |         -47 | NC      | $-72762.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8865424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2938 | PA      | $2771.63      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6162505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3884 | PA      | $0.50         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4121 | PA      | $3793.60      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M6XL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8722 | PA      | $8829.78      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7224254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6009 | PA      | $3651.56      | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8879 | PA      | $8374.75      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8139474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1273 | PA      | $1249.55      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8932 | PA      | $8501.42      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2551 | PA      | $2322.07      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2544 | PA      | $2417.79      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2103270.46   | 0.09%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7883696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1977 | PA      | $1896.09      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2159 | PA      | $1868.52      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7263402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         351 | PA      | $261.66       | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Suzano Austria GmbH                                                                   | Suzano Austria GmbH                                                                               | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     7100000 | PA      | $6422226.19   | 0.26%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8337108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6323 | PA      | $6173.12      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8456847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1374 | PA      | $1348.27      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8378054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9621 | PA      | $9463.43      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407PYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21159 | PA      | $21808.84     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8733594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5613 | PA      | $5359.32      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8019872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1172 | PA      | $1160.21      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7067874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3096 | PA      | $638.08       | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2633500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2503 | PA      | $2451.95      | 0.00%             | 2027-02-15      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8407167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14891 | PA      | $14663.61     | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         759 | PA      | $728.13       | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8743240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12177 | PA      | $11691.25     | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2405109.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $148.50       | 0.00%             | 2025-06-11      | Fixed         | 11.47%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DZF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27640 | PA      | $28309.15     | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991638924.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7882617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5971 | PA      | $5722.12      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16640455.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12067 | PA      | $12252.78     | 0.00%             | 2027-09-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8152476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5093 | PA      | $4990.47      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6147104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7588 | PA      | $98.21        | 0.00%             | 2034-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6169262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $0.01         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7021699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         612 | PA      | $396.87       | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991761552.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.39         | 0.00%             | 2030-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8619807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1888 | PA      | $1833.45      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5832576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         132 | PA      | $0.03         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7725775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3004 | PA      | $739.33       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12345261.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11456 | PA      | $11862.32     | 0.00%             | 2027-03-22      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         362 | PA      | $328.18       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6608375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1568 | PA      | $12.82        | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8016674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1204 | PA      | $1165.44      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5204 | PA      | $5036.60      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5813462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1394 | PA      | $0.08         | 0.00%             | 2034-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2635199.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3266 | PA      | $3205.36      | 0.00%             | 2027-02-15      | Fixed         | 26.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5541083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         114 | PA      | $0.00         | 0.00%             | 2033-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7910935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2428 | PA      | $2365.49      | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7134939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9292 | PA      | $294.33       | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2470 | PA      | $1850.24      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6843667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32216 | PA      | $544.41       | 0.00%             | 2035-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8102325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1637 | PA      | $1612.49      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7054612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5385 | PA      | $75.94        | 0.00%             | 2035-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7204933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         381 | PA      | $6.92         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7989353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4861 | PA      | $4707.73      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2420156.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2260 | PA      | $2233.43      | 0.00%             | 2027-06-12      | Fixed         | 31.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5980 | PA      | $5686.58      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2645113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4149 | PA      | $4038.18      | 0.00%             | 2027-07-17      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8650857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       85967 | PA      | $82032.32     | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8209440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1863 | PA      | $1827.10      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006918.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13762 | PA      | $13484.62     | 0.00%             | 2026-11-09      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5893815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1195 | PA      | $0.03         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         722 | PA      | $563.65       | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                         | Mill City Mortgage Loan Trust, Series 2018-4, Class A1B                                           | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4412645 | PA      | $4329145.85   | 0.18%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16464 | PA      | $15652.69     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8253676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         951 | PA      | $925.01       | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1872784.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2845 | PA      | $2795.78      | 0.00%             | 2026-10-18      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4475 | PA      | $4110.67      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2198165.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         581 | PA      | $567.28       | 0.00%             | 2026-12-16      | Fixed         | 14.07%                | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                          | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1                                            | CUSIP: 05682GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | PA      | $3194468.86   | 0.13%             | 2035-04-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991666265.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         115 | PA      | $45.88        | 0.00%             | 2025-08-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8385489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15563 | PA      | $15063.36     | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2418009.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4825 | PA      | $4697.23      | 0.00%             | 2027-01-12      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7565451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         182 | PA      | $174.92       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3490 | PA      | $3348.20      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8070499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1296 | PA      | $791.71       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8417948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8359 | PA      | $8227.67      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Trivium Packaging Finance BV                                                          | Trivium Packaging Finance BV                                                                      | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $1982282.60   | 0.08%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31335GMW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           1 | PA      | $1.02         | 0.00%             | 2026-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7573640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3544 | PA      | $339.75       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199860.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6344 | PA      | $6249.23      | 0.00%             | 2026-12-07      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2079511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4209 | PA      | $305.39       | 0.00%             | 2027-05-01      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1241842 | PA      | $1237016.87   | 0.05%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36291LXE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1942 | PA      | $1965.70      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991883200.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         156 | PA      | $159.36       | 0.00%             | 2025-10-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJCJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35503 | PA      | $35939.98     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DKW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5378 | PA      | $5498.23      | 0.00%             | 2030-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7418257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2553 | PA      | $1332.04      | 0.00%             | 2025-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200463.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         598 | PA      | $585.63       | 0.00%             | 2026-12-08      | Fixed         | 28.91%                | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                                       | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     2000000 | PA      | $2019366.00   | 0.08%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199663.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3037 | PA      | $452.18       | 0.00%             | 2026-12-07      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8097670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2599 | PA      | $2505.59      | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8951507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1274 | PA      | $1192.44      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36291PY34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22925 | PA      | $23354.09     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6259695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2225 | PA      | $0.61         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12431691.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7445 | PA      | $7525.77      | 0.00%             | 2026-03-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7560015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1773 | PA      | $409.87       | 0.00%             | 2025-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8921539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3243 | PA      | $3012.90      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31402UYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9230 | PA      | $9430.69      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8452856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         864 | PA      | $829.73       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                               | AS Mileage Plan IP Ltd., First Lien, Initial CME Term Loan                                        | CUSIP: G0541TAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      425820 | PA      | $425155.93    | 0.02%             | 2031-10-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7950936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8545 | PA      | $5371.28      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8824115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8776 | PA      | $8363.20      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7634 | PA      | $7481.62      | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6806 | PA      | $6217.86      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9005815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1976 | PA      | $1802.74      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Franklin BSP Real Estate Debt BDC                                                     | Franklin BSP Real Estate Debt BDC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      892886 | NS      | $24292230.31  | 0.98%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8008266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         275 | PA      | $223.09       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8029393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1350 | PA      | $1322.47      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7830023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11412 | PA      | $4265.50      | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8306625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6103 | PA      | $5908.65      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11487 | PA      | $10554.17     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28617 | PA      | $27162.76     | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1033758.05   | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128CULH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3805 | PA      | $3817.20      | 0.00%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7625499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10339 | PA      | $7773.11      | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8405508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4116 | PA      | $3859.76      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2079136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7030 | PA      | $6902.85      | 0.00%             | 2026-11-19      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7511680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5184 | PA      | $121.90       | 0.00%             | 2025-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5737 | PA      | $5612.11      | 0.00%             | 2026-12-07      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8273922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17882 | PA      | $17698.52     | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2206331.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6275 | PA      | $447.97       | 0.00%             | 2026-12-08      | Fixed         | 28.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1658080.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5663 | PA      | $5639.12      | 0.00%             | 2026-11-08      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6574 | PA      | $6329.83      | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5288 | PA      | $4948.84      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3477 | PA      | $1577.88      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12125835.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1448 | PA      | $1446.50      | 0.00%             | 2027-03-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8318289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7078 | PA      | $6761.21      | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8647548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5920 | PA      | $5014.25      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6382243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40502 | PA      | $118.15       | 0.00%             | 2034-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4436 | PA      | $4228.10      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8587 | PA      | $8233.82      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7051781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1858 | PA      | $1189.02      | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     7000000 | PA      | $7280350.00   | 0.30%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2974 | PA      | $2821.20      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPLX LP                                                                               | MPLX LP                                                                                           | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $8863556.52   | 0.36%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1687146.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4779 | PA      | $4738.13      | 0.00%             | 2026-12-16      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8456924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3220 | PA      | $3169.29      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4674165.95   | 0.19%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2638277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2373 | PA      | $2343.70      | 0.00%             | 2027-02-16      | Fixed         | 18.32%                | No            |                  3 | On Loan: No      |
| Cablevision Lightpath LLC                                                             | Cablevision Lightpath LLC                                                                         | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5296318.72   | 0.21%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     7700000 | PA      | $6622192.73   | 0.27%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7975042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2213 | PA      | $2157.03      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5172517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3231 | PA      | $0.01         | 0.00%             | 2033-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3088 | PA      | $2947.96      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6684387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1197 | PA      | $5.40         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                            | Verus Securitization Trust, Series 2024-4, Class A1                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |     1836670 | PA      | $1853711.71   | 0.08%             | 2069-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7791025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6936 | PA      | $4041.40      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2413018.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         527 | PA      | $516.68       | 0.00%             | 2027-06-11      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8862073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5879 | PA      | $5576.54      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7191961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $142.66       | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8104313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         975 | PA      | $893.15       | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6657882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9296 | PA      | $3327.86      | 0.00%             | 2034-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         571 | PA      | $478.07       | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Electricite de France SA                                                              | Electricite de France SA                                                                          | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $1754691.75   | 0.07%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8882391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16218 | PA      | $15449.17     | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7899357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7153 | PA      | $6736.05      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                                 | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3526414.28   | 0.14%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8722280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1810 | PA      | $1753.53      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8319657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18707 | PA      | $4588.58      | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1496 | PA      | $1441.11      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2639543.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4487 | PA      | $4385.94      | 0.00%             | 2027-02-16      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8286845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1221 | PA      | $967.49       | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8317207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4995 | PA      | $4827.99      | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1603532.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3969 | PA      | $4029.56      | 0.00%             | 2026-08-12      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8163826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         766 | PA      | $698.47       | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8223346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3210 | PA      | $3045.64      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1711582.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11467 | PA      | $11257.78     | 0.00%             | 2026-09-14      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8356466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7106 | PA      | $6970.58      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1203524.40   | 0.05%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8097211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2957 | PA      | $1856.38      | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8253968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12156 | PA      | $11805.46     | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8048220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1159 | PA      | $1133.93      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6508534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3125 | PA      | $6.32         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8361678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2222 | PA      | $1537.09      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       90988 | PA      | $84044.81     | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp.                                                           | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                                         | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      522990 | PA      | $505470.18    | 0.02%             | 2029-11-01      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2644980.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         814 | PA      | $795.81       | 0.00%             | 2027-02-17      | Fixed         | 12.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7878383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2595 | PA      | $2388.55      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8948714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13656 | PA      | $12564.79     | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991777615.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991726248.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          80 | PA      | $64.73        | 0.00%             | 2026-07-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7502263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         422 | PA      | $361.45       | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4519 | PA      | $4430.15      | 0.00%             | 2027-04-09      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1318 | PA      | $1258.82      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8336735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5570 | PA      | $5365.36      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2920335.21   | 0.12%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12459441.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8014 | PA      | $8260.63      | 0.00%             | 2027-03-11      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14151 | PA      | $12926.82     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25130 | PA      | $23074.23     | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class B                                   | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |     1698000 | PA      | $1676341.50   | 0.07%             | 2059-01-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6220586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3429 | PA      | $0.79         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8301755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4584 | PA      | $2259.99      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8604802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46011 | PA      | $44420.19     | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8816046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14682 | PA      | $13918.43     | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7062421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         896 | PA      | $21.63        | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991588559.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $17.53        | 0.00%             | 2025-10-17      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         532 | PA      | $486.36       | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                       | 24 Hour Fitness Worldwide, Inc., First Lien, Exit CME Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2415562 | PA      | $909857.59    | 0.04%             | 2025-12-29      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7646 | PA      | $7214.46      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991736771.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          23 | PA      | $22.78        | 0.00%             | 2025-06-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2006392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         431 | PA      | $422.30       | 0.00%             | 2026-11-09      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8873955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         692 | PA      | $644.01       | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5377620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13408 | PA      | $1.54         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991816825.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-01-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2203667.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7004 | PA      | $6848.08      | 0.00%             | 2026-12-08      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8621035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1808 | PA      | $1345.45      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1494 | PA      | $1414.55      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8534218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         753 | PA      | $730.72       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5131669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22967 | PA      | $0.24         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9011801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1759 | PA      | $1611.54      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6010572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6145 | PA      | $0.10         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flex Ltd.                                                                             | Flex Ltd.                                                                                         | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     7100000 | PA      | $6993656.13   | 0.28%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4500471.67   | 0.18%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5832209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26120 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4144 | PA      | $4053.43      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201876.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         523 | PA      | $511.58       | 0.00%             | 2026-12-08      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8512477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8618 | PA      | $8394.56      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2079921.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1636 | PA      | $1609.08      | 0.00%             | 2027-04-19      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8249656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7772 | PA      | $7589.68      | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2075431.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8787 | PA      | $8603.07      | 0.00%             | 2026-11-19      | Fixed         | 11.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14739 | PA      | $14034.28     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2487 | PA      | $2316.94      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2076319.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2181 | PA      | $32.53        | 0.00%             | 2026-11-19      | Fixed         | 27.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8951448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1869 | PA      | $1747.72      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2195192.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1986 | PA      | $1954.46      | 0.00%             | 2027-05-15      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7446590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8070 | PA      | $609.80       | 0.00%             | 2025-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4777853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1347 | PA      | $0.12         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14924 | PA      | $14314.85     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8377504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24703 | PA      | $23407.75     | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8066050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2894 | PA      | $2723.87      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5866864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2965 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                                                    | Royalty Pharma plc                                                                                | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     5300000 | PA      | $3896359.55   | 0.16%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6123828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15343 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         245 | PA      | $241.75       | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8619560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3294 | PA      | $3193.38      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nouryon Finance BV                                                                    | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                            | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      496358 | PA      | $493876.21    | 0.02%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                                  | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      183159 | PA      | $179076.57    | 0.01%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5240481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1280 | PA      | $0.23         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8427276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8960 | PA      | $8740.15      | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9010818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       59111 | PA      | $55211.09     | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7751779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1217 | PA      | $411.44       | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8559157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7925 | PA      | $7623.76      | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8656967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10962 | PA      | $10607.33     | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2648698.08   | 0.11%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3079 | PA      | $2984.37      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2635861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3731 | PA      | $3643.01      | 0.00%             | 2027-02-15      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991536394.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4143 | PA      | $291.74       | 0.00%             | 2030-01-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6149657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8931 | PA      | $16.94        | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                                          | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     3085000 | PA      | $3112776.75   | 0.13%             | 2027-07-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7621483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         647 | PA      | $642.87       | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991695683.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                               | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7694641.87   | 0.31%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8159145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1670 | PA      | $1638.42      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8590443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9736 | PA      | $9472.06      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7511795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2165 | PA      | $52.24        | 0.00%             | 2025-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1685272.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1483 | PA      | $0.00         | 0.00%             | 2025-11-28      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1872381.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1671 | PA      | $122.03       | 0.00%             | 2027-03-18      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8403605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1203 | PA      | $1159.42      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5883334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1109 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7862743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4015 | PA      | $3738.42      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12463831.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4709 | PA      | $4882.69      | 0.00%             | 2027-03-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7750547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6954 | PA      | $5672.82      | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8972999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1397 | PA      | $1298.97      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7695636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         276 | PA      | $253.86       | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8471701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10211 | PA      | $9952.44      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8236797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14820 | PA      | $14587.32     | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7905838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10041 | PA      | $9893.65      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8435851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2100 | PA      | $2004.91      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1220 | PA      | $1187.55      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2415348.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10266 | PA      | $10085.80     | 0.00%             | 2027-01-12      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7925726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         206 | PA      | $205.41       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1991534.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2729 | PA      | $2667.66      | 0.00%             | 2027-04-09      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8069069.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1714 | PA      | $1700.28      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5240923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7658 | PA      | $0.00         | 0.00%             | 2033-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4488 | PA      | $4317.45      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991801256.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $47.22        | 0.00%             | 2030-05-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6386635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1423 | PA      | $0.87         | 0.00%             | 2034-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991727305.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202C3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         835 | PA      | $853.18       | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2076617.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13576 | PA      | $13363.07     | 0.00%             | 2026-11-19      | Fixed         | 26.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9893 | PA      | $9583.75      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7963762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10718 | PA      | $2698.12      | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12653 | PA      | $11801.60     | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7721 | PA      | $7311.06      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8900904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       62864 | PA      | $58884.48     | 0.00%             | 2026-09-28      | 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        |     8994891 | PA      | $8055524.23   | 0.33%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6810642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5633 | PA      | $62.74        | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8715251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1010 | PA      | $956.62       | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5952 | PA      | $5667.96      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417088.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3550 | PA      | $3498.45      | 0.00%             | 2027-01-27      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6811483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2326 | PA      | $963.78       | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991728473.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         651 | PA      | $0.00         | 0.00%             | 2026-01-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8434164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5202 | PA      | $4694.23      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2045 | PA      | $1802.33      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1708429.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1177 | PA      | $1153.86      | 0.00%             | 2026-09-14      | Fixed         | 20.63%                | 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      | $-259829.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5316 | PA      | $5133.05      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5547 | PA      | $4683.08      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201388.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1352 | PA      | $1323.27      | 0.00%             | 2026-12-08      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6923496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7811 | PA      | $3821.07      | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7247605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1856 | PA      | $30.21        | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410499.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1065 | PA      | $1045.02      | 0.00%             | 2027-11-11      | Fixed         | 31.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201288.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1270 | PA      | $1236.58      | 0.00%             | 2026-12-08      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2206744.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12378 | PA      | $12093.83     | 0.00%             | 2026-12-14      | Fixed         | 13.51%                | No            |                  3 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                        | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4521000.00   | 0.18%             | 2029-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8160326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3052 | PA      | $2906.63      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4223 | PA      | $4003.49      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9009247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4517 | PA      | $4219.42      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8380933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2836 | PA      | $2746.61      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8511726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2590 | PA      | $2438.06      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200076.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24701 | PA      | $24174.61     | 0.00%             | 2026-12-07      | Fixed         | 28.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2416327.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15966 | PA      | $6377.47      | 0.00%             | 2027-11-12      | Fixed         | 17.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8803453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5451 | PA      | $3912.92      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2077934.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3000 | PA      | $2939.67      | 0.00%             | 2026-11-19      | Fixed         | 15.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991727635.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         173 | PA      | $180.18       | 0.00%             | 2026-07-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8795290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39698 | PA      | $37899.21     | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8010733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1399 | PA      | $1035.81      | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2632232.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2506 | PA      | $2457.62      | 0.00%             | 2027-02-15      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5141482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2827 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8603241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6863 | PA      | $5111.55      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2897 | PA      | $2831.66      | 0.00%             | 2026-12-08      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5938584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6806 | PA      | $0.00         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GOAT Holdco LLC                                                                       | GOAT Holdco LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      240000 | PA      | $236820.00    | 0.01%             | 2032-01-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46566 | PA      | $43364.24     | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2641861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9699 | PA      | $2548.00      | 0.00%             | 2027-02-17      | Fixed         | 16.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8754132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2135 | PA      | $2040.58      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7831916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         355 | PA      | $245.45       | 0.00%             | 2025-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2638255.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         583 | PA      | $573.57       | 0.00%             | 2027-02-16      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4839102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1596 | PA      | $0.13         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8436780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1894 | PA      | $1825.62      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7624159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         668 | PA      | $168.00       | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5479438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         631 | PA      | $0.00         | 0.00%             | 2033-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5203735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6108 | PA      | $0.12         | 0.00%             | 2033-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2644467.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         352 | PA      | $347.42       | 0.00%             | 2027-02-16      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8628320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       48682 | PA      | $47026.87     | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3218 | PA      | $2937.83      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7459076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         852 | PA      | $470.10       | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7066 | PA      | $6530.42      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2640422.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2432 | PA      | $2366.23      | 0.00%             | 2027-02-16      | Fixed         | 7.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4807880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19691 | PA      | $1.75         | 0.00%             | 2033-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2272 | PA      | $2146.39      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8932698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6945 | PA      | $6468.87      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6663871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3838 | PA      | $21.28        | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417581.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1978 | PA      | $1952.06      | 0.00%             | 2027-01-12      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8304151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2567 | PA      | $2141.64      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8140581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1886 | PA      | $1585.75      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7919163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1996 | PA      | $1317.89      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4871 | PA      | $4619.10      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7397 | PA      | $7056.08      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8353645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4202 | PA      | $4141.52      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5267196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2396 | PA      | $0.13         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $9900392.18   | 0.40%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                               | American Airlines, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      611442 | PA      | $595519.88    | 0.02%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8168187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1531 | PA      | $1407.05      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8452668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7528 | PA      | $7048.79      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5964109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3134 | PA      | $0.51         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31371HB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         666 | PA      | $685.98       | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3351 | PA      | $1940.55      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8364012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20806 | PA      | $20186.64     | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8516515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27204 | PA      | $26460.95     | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12443256.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3690 | PA      | $3732.71      | 0.00%             | 2026-03-24      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7046836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2078 | PA      | $620.31       | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8354113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6850 | PA      | $5648.84      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2418174.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4893 | PA      | $4798.66      | 0.00%             | 2027-01-12      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8054476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3567 | PA      | $3483.76      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991933771.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $126.49       | 0.00%             | 2026-04-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2644630.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5452 | PA      | $5362.66      | 0.00%             | 2027-02-16      | Fixed         | 28.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         683 | PA      | $660.67       | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2367 | PA      | $2305.13      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7845841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1571 | PA      | $1241.87      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873877.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2576 | PA      | $2533.06      | 0.00%             | 2027-03-18      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4338 | PA      | $3933.51      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10559 | PA      | $9881.27      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2419541.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5894 | PA      | $5735.94      | 0.00%             | 2027-01-12      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7981339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9852 | PA      | $9726.75      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8361761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5142 | PA      | $3615.49      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991697266.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $2.21         | 0.00%             | 2030-04-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2633648.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4877 | PA      | $4813.91      | 0.00%             | 2027-02-15      | Fixed         | 20.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8087 | PA      | $7572.63      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2005859.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6296 | PA      | $6173.11      | 0.00%             | 2026-11-09      | Fixed         | 28.42%                | No            |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                            | Allison Transmission, Inc.                                                                        | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5001745.50   | 0.20%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8166083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1854 | PA      | $1804.60      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3054 | PA      | $2985.13      | 0.00%             | 2026-12-08      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                         | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2520963.63   | 0.10%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                                      | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $997469.94    | 0.04%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2322 | PA      | $2257.23      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7105121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1161 | PA      | $39.61        | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4881967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         768 | PA      | $0.03         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8612652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4112 | PA      | $3988.30      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8287420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2576 | PA      | $2521.47      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25920 | PA      | $24644.90     | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8459618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13644 | PA      | $12531.87     | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8460300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10613 | PA      | $10365.66     | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8397213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         901 | PA      | $867.67       | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4790824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3330 | PA      | $0.00         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3568 | PA      | $3276.27      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6942251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3601 | PA      | $87.52        | 0.00%             | 2035-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7925268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2156 | PA      | $2128.80      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         340 | PA      | $319.92       | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36293 | PA      | $33972.07     | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201398.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7609 | PA      | $7453.08      | 0.00%             | 2027-05-08      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7020921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         430 | PA      | $231.28       | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7799195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1283 | PA      | $1232.90      | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5600526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1008 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8142637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11016 | PA      | $10717.06     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1711241.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1471 | PA      | $1452.93      | 0.00%             | 2026-09-14      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8745229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12863 | PA      | $12175.89     | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8143641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2194 | PA      | $1793.83      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1869707.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5928 | PA      | $5825.16      | 0.00%             | 2026-10-18      | Fixed         | 17.52%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128CUMV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         542 | PA      | $543.50       | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7882947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7097 | PA      | $4927.15      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7122 | PA      | $6865.78      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8284751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2357 | PA      | $1540.40      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8849466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1916 | PA      | $1834.40      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6987569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3671 | PA      | $55.44        | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3129 | PA      | $3025.24      | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5873 | PA      | $5674.00      | 0.00%             | 2027-01-11      | Fixed         | 7.26%                 | No            |                  3 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                 | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2117746.88   | 0.09%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5828926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17907 | PA      | $0.00         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8792138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6171 | PA      | $5830.11      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5138072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4185 | PA      | $0.00         | 0.00%             | 2033-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8488760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5718 | PA      | $5568.76      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         643 | PA      | $629.72       | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2007255.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3475 | PA      | $3407.46      | 0.00%             | 2027-04-09      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                    | Dell International LLC / EMC Corp.                                                                | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7801347.06   | 0.32%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2715 | PA      | $2542.06      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5113266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1765 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8707169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3346 | PA      | $3208.25      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5100485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4264 | PA      | $0.00         | 0.00%             | 2033-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9259 | PA      | $8664.47      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8672191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6283 | PA      | $6020.33      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                         | Centene Corp.                                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4480622.65   | 0.18%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991762816.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          35 | PA      | $35.81        | 0.00%             | 2025-07-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1611390.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         531 | PA      | $541.89       | 0.00%             | 2026-08-09      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873221.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         828 | PA      | $814.01       | 0.00%             | 2026-10-18      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3544 | PA      | $3297.54      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5601194.17   | 0.23%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                                 | Wrangler Holdco Corp.                                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4726720.80   | 0.19%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2597 | PA      | $1939.47      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5411388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         563 | PA      | $0.01         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                                         | Calpine Corp., First Lien, 2024 CME Term Loan                                                     | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      498747 | PA      | $497315.46    | 0.02%             | 2031-01-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7333816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2308 | PA      | $1983.60      | 0.00%             | 2025-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5062340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2074 | PA      | $0.00         | 0.00%             | 2033-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8830042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4381 | PA      | $4173.46      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991742004.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $0.11         | 0.00%             | 2030-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8467646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1490 | PA      | $824.31       | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5053 | PA      | $4707.72      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8408339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5451 | PA      | $877.52       | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6647 | PA      | $6427.00      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aker BP ASA                                                                           | Aker BP ASA                                                                                       | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     8700000 | PA      | $7626821.94   | 0.31%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197856.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2144 | PA      | $2092.59      | 0.00%             | 2026-12-07      | Fixed         | 11.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2416695.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1752 | PA      | $1692.67      | 0.00%             | 2027-01-12      | Fixed         | 6.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7225 | PA      | $6911.20      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3132 | PA      | $3038.24      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8515117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27452 | PA      | $25647.93     | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2642792.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         642 | PA      | $632.39       | 0.00%             | 2027-02-16      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18552 | PA      | $17532.82     | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2024-105, Class KF                                                                   | CUSIP: 3136BUCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11781009 | PA      | $11766797.50  | 0.48%             | 2055-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11723942.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22609 | PA      | $23570.41     | 0.00%             | 2026-12-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8468131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12968 | PA      | $8332.67      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7663563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9686 | PA      | $9220.43      | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7509099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $173.18       | 0.00%             | 2025-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Philip Morris International, Inc.                                                     | Philip Morris International, Inc.                                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7375708.87   | 0.30%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8649536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       48629 | PA      | $46940.04     | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10308 | PA      | $10138.07     | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1961 | PA      | $1775.19      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36291J2D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27226 | PA      | $27579.74     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8205397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         580 | PA      | $577.23       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8397958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1545 | PA      | $1405.72      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Eaton Corp.                                                                           | Eaton Corp.                                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1825720.53   | 0.07%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14261 | PA      | $11740.43     | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6085 | PA      | $5872.84      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8435257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4741 | PA      | $4446.12      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7993548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          33 | PA      | $32.51        | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8099593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2481 | PA      | $2451.54      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1663 | PA      | $1585.48      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8791740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7530 | PA      | $6966.41      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8882914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28123 | PA      | $26724.08     | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6316 | PA      | $6185.69      | 0.00%             | 2026-10-18      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197038.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1869 | PA      | $1818.52      | 0.00%             | 2027-05-16      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1473 | PA      | $1449.12      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991655876.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $47.54        | 0.00%             | 2030-05-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                                  | Colombia Government Bond                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 55750000000 | PA      | $12997794.86  | 0.53%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7789847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2531 | PA      | $2502.74      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5934219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22371 | PA      | $0.00         | 0.00%             | 2034-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 20 Year                                                                                     | CUSIP: 31417YXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1671 | PA      | $1693.63      | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8808155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1347 | PA      | $1119.31      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2418960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8791 | PA      | $8671.41      | 0.00%             | 2027-01-12      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4697 | PA      | $4443.09      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1648 | PA      | $1620.96      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       48012 | PA      | $45564.46     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5062512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3648 | PA      | $0.00         | 0.00%             | 2033-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6563116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         626 | PA      | $4.47         | 0.00%             | 2034-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6475554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8062 | PA      | $8.25         | 0.00%             | 2034-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2864 | PA      | $2761.50      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8229550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14308 | PA      | $12006.06     | 0.00%             | 2026-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31402W2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15187 | PA      | $15268.29     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2414008.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1453 | PA      | $1421.57      | 0.00%             | 2027-01-12      | Fixed         | 17.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7923129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10490 | PA      | $8232.75      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7151063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $44.99        | 0.00%             | 2035-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                       | LaserShip, Inc., First Lien, CME Term Loan, B1                                                    | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |      336512 | PA      | $167246.40    | 0.01%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       61947 | PA      | $58619.54     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8900718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6297 | PA      | $5898.72      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31775 | PA      | $29431.55     | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2486 | PA      | $2431.04      | 0.00%             | 2026-11-09      | Fixed         | 10.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2642580.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1521 | PA      | $1485.65      | 0.00%             | 2027-02-16      | Fixed         | 11.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8166189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         202 | PA      | $200.83       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991760937.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         960 | PA      | $791.79       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2475 | PA      | $2420.06      | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16637564.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3449 | PA      | $3502.80      | 0.00%             | 2026-09-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8271652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         305 | PA      | $285.57       | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8184741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10451 | PA      | $10139.52     | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1973640.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7050 | PA      | $6889.61      | 0.00%             | 2028-11-09      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9009735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39195 | PA      | $35743.05     | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7851705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1131 | PA      | $608.26       | 0.00%             | 2025-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8825248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24975 | PA      | $23790.20     | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7988566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3992 | PA      | $3913.21      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8679212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5337 | PA      | $5034.07      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3050 | PA      | $2982.63      | 0.00%             | 2026-12-08      | Fixed         | 23.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7312 | PA      | $6966.73      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8591105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14284 | PA      | $13713.88     | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8551571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2072 | PA      | $2008.01      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5001479.00   | 0.20%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities, Series 2017-C04, Class 2M2                                    | CUSIP: 30711XLT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     3102488 | PA      | $3132946.07   | 0.13%             | 2029-11-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8981904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33190 | PA      | $30882.71     | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3366 | PA      | $2961.97      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8339165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2726 | PA      | $2648.28      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7826745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7313 | PA      | $6933.27      | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2407567.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2077 | PA      | $2036.45      | 0.00%             | 2027-01-11      | Fixed         | 29.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17665 | PA      | $16553.51     | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6639032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11342 | PA      | $106.13       | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7745 | PA      | $7093.35      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2406810.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2301 | PA      | $2227.69      | 0.00%             | 2027-01-11      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2076 | PA      | $506.81       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8021730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10299 | PA      | $5279.19      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1210 | PA      | $1145.03      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200NYN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21718 | PA      | $21967.49     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991747730.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8528509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8339 | PA      | $8005.67      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AssuredPartners, Inc.                                                                 | AssuredPartners, Inc., First Lien, 2024 CME Term Loan                                             | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |      782580 | PA      | $783518.74    | 0.03%             | 2031-02-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 171023190.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2748 | PA      | $0.00         | 0.00%             | 2033-10-06      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7856432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3905 | PA      | $3547.43      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4585288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13554 | PA      | $0.18         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4981159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3017 | PA      | $0.04         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991770245.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2030-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8655093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2427 | PA      | $2382.07      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8619313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8848 | PA      | $6997.43      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9571 | PA      | $9244.50      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8189536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9426 | PA      | $8662.07      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7989701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2260 | PA      | $1845.91      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8119694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4000 | PA      | $3916.70      | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3552 | PA      | $3471.73      | 0.00%             | 2026-12-17      | Fixed         | 13.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991894974.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $0.00         | 0.00%             | 2025-07-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4800000 | PA      | $4633547.33   | 0.19%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19423 | PA      | $18602.50     | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7676193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16438 | PA      | $13661.54     | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8467202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7603 | PA      | $7359.65      | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7185 | PA      | $6947.60      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410401.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         703 | PA      | $689.73       | 0.00%             | 2027-01-11      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8119065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5772 | PA      | $906.16       | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5106538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11727 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5098275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6026 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203876.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9684 | PA      | $4940.63      | 0.00%             | 2026-12-08      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6535323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1498 | PA      | $4.48         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5899 | PA      | $5649.84      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8449696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10733 | PA      | $10406.54     | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4830931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          27 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5812645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13622 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199129.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         986 | PA      | $971.62       | 0.00%             | 2026-12-07      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| LHOME Mortgage Trust                                                                  | LHOME Mortgage Trust, Series 2025-RTL2, Class A1                                                  | CUSIP: 50206RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      726000 | PA      | $732234.89    | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp.                                                                  | CNT Holdings I Corp., First Lien, 2025 Replacement CME Term Loan                                  | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      266240 | PA      | $265168.72    | 0.01%             | 2032-11-08      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4606179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10364 | PA      | $0.20         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8033788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4344 | PA      | $4291.12      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2078825.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9520 | PA      | $1348.93      | 0.00%             | 2026-11-19      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8605739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2646 | PA      | $2105.19      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4738688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         840 | PA      | $0.00         | 0.00%             | 2033-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                       | Canadian Natural Resources Ltd.                                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     8200000 | PA      | $7440593.08   | 0.30%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8526598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2626 | PA      | $2447.96      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8010459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         953 | PA      | $662.78       | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8355462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43857 | PA      | $39908.41     | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         456 | PA      | $446.53       | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36207H3G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         240 | PA      | $241.02       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2643431.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7341 | PA      | $4745.40      | 0.00%             | 2027-02-16      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8837019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7623 | PA      | $7287.64      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14544639.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7663 | PA      | $7797.98      | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8592475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4157 | PA      | $4024.01      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5090272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4187 | PA      | $0.00         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3712 | PA      | $3653.12      | 0.00%             | 2027-03-26      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8725774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20122 | PA      | $19040.74     | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         546 | PA      | $506.43       | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8120943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2808 | PA      | $2779.88      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8653273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6795 | PA      | $6558.61      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5556696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5553 | PA      | $0.80         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1713 | PA      | $1641.67      | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7352850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12690 | PA      | $215.31       | 0.00%             | 2025-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2416137.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5209 | PA      | $380.27       | 0.00%             | 2027-01-12      | Fixed         | 8.26%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5027373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8844 | PA      | $0.12         | 0.00%             | 2033-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3847 | PA      | $3564.76      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16258 | PA      | $15457.90     | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7112817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1840 | PA      | $1125.57      | 0.00%             | 2035-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8152425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         940 | PA      | $892.77       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8868109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3456 | PA      | $3307.92      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8475672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10804 | PA      | $10321.13     | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7578 | PA      | $7260.65      | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8530319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5441 | PA      | $4749.62      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8858573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3744 | PA      | $3597.61      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1625246.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3314 | PA      | $3307.33      | 0.00%             | 2026-09-23      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7248975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         245 | PA      | $156.18       | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8825226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1756 | PA      | $1650.37      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7988830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2374 | PA      | $1950.18      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7123 | PA      | $6871.14      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co.             | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2120569.50   | 0.09%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6800044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4878 | PA      | $38.09        | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4591 | PA      | $4321.75      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5179 | PA      | $4829.51      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1805232.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2414 | PA      | $2372.05      | 0.00%             | 2026-10-18      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2080677.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7155 | PA      | $7077.30      | 0.00%             | 2026-11-19      | Fixed         | 18.72%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1682455.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20444 | PA      | $16762.20     | 0.00%             | 2027-11-21      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7854215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1715 | PA      | $706.98       | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8889322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6242 | PA      | $5935.85      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12071137.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13519 | PA      | $14054.45     | 0.00%             | 2027-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2075827.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4341 | PA      | $4273.68      | 0.00%             | 2026-11-19      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2413390.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2248 | PA      | $2204.31      | 0.00%             | 2027-01-11      | Fixed         | 30.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4863062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3882 | PA      | $0.00         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8521244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4211 | PA      | $4087.20      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10968 | PA      | $10480.00     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31405PNC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46858 | PA      | $48745.13     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1869 | PA      | $1756.32      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8090285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4772 | PA      | $4700.87      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1689368.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         635 | PA      | $0.00         | 0.00%             | 2035-01-14      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                                     | Xcel Energy, Inc.                                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4519862.10   | 0.18%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197631.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2059 | PA      | $2014.29      | 0.00%             | 2026-12-07      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17000000 | PA      | $16649375.00  | 0.67%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7490203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         509 | PA      | $252.04       | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3450 | PA      | $3335.14      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24009478 | PA      | $24045321.64  | 0.97%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7302047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1177 | PA      | $703.71       | 0.00%             | 2025-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8435782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1958 | PA      | $633.75       | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2407644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1886 | PA      | $1844.19      | 0.00%             | 2027-01-11      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991783396.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4369 | PA      | $4194.66      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4834162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         208 | PA      | $0.02         | 0.00%             | 2033-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8233929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         300 | PA      | $298.37       | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2206982.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $83.42        | 0.00%             | 2025-10-08      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6993 | PA      | $6633.61      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5184366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3564 | PA      | $0.20         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8468635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5370 | PA      | $5013.76      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8396223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9510 | PA      | $8961.08      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2639691.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9627 | PA      | $6393.15      | 0.00%             | 2027-02-16      | Fixed         | 23.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8796639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9670 | PA      | $9184.02      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29771 | PA      | $28175.19     | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2195703.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1079 | PA      | $152.85       | 0.00%             | 2027-05-07      | Fixed         | 24.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1649809.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2879 | PA      | $2860.15      | 0.00%             | 2026-10-31      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009414.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5940 | PA      | $5826.80      | 0.00%             | 2026-11-09      | Fixed         | 30.01%                | No            |                  3 | On Loan: No      |
| WorkCapital BSD SARL                                                                  | WorkCapital BSD SARL                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | BR        |     6000000 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4882630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5042 | PA      | $0.51         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6808256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         794 | PA      | $10.65        | 0.00%             | 2035-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2406982.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4326 | PA      | $2143.59      | 0.00%             | 2027-01-11      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008599.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         882 | PA      | $865.06       | 0.00%             | 2026-11-09      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2204385.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         575 | PA      | $562.72       | 0.00%             | 2026-12-08      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3004 | PA      | $2894.58      | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202691.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1190 | PA      | $1158.98      | 0.00%             | 2026-12-08      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12418630.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9894 | PA      | $10285.34     | 0.00%             | 2027-03-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6442480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1919 | PA      | $85.12        | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7619409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         798 | PA      | $769.54       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7249518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2027 | PA      | $27.18        | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2858 | PA      | $2819.07      | 0.00%             | 2026-12-08      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8010925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         494 | PA      | $488.01       | 0.00%             | 2026-01-21      | 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        |     3400000 | PA      | $3431342.56   | 0.14%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201267.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         412 | PA      | $402.94       | 0.00%             | 2026-12-08      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8182507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2069 | PA      | $2028.63      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8809937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17299 | PA      | $16333.08     | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7590230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1692 | PA      | $1314.90      | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2008938.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3033 | PA      | $2992.11      | 0.00%             | 2026-11-09      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991732224.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2030-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6161261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1545 | PA      | $0.28         | 0.00%             | 2034-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5047314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         460 | PA      | $0.02         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3648 | PA      | $3566.85      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adeia, Inc.                                                                           | Adeia, Inc., First Lien, Initial CME Term Loan, B6                                                | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      628195 | PA      | $623483.16    | 0.03%             | 2028-06-08      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8139400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         903 | PA      | $816.50       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7316232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2568 | PA      | $2315.70      | 0.00%             | 2025-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Icon Investments Six DAC                                                              | Icon Investments Six DAC                                                                          | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      460000 | PA      | $459647.05    | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7122345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         402 | PA      | $6.88         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5751 | PA      | $5378.65      | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mars, Inc.                                                                            | Mars, Inc.                                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     8580000 | PA      | $8617307.30   | 0.35%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8517501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5331 | PA      | $5213.58      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1749429.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3344 | PA      | $3439.27      | 0.00%             | 2027-04-01      | Fixed         | 25.90%                | 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        |      523162 | PA      | $501704.88    | 0.02%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8774345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         366 | PA      | $354.61       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2418950.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1394 | PA      | $1366.39      | 0.00%             | 2027-06-12      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8912125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22034 | PA      | $20097.28     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                             | Banijay Entertainment SAS                                                                         | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |     2800000 | PA      | $3307391.83   | 0.13%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1918 | PA      | $1878.95      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1606042.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6322 | PA      | $3511.38      | 0.00%             | 2026-08-10      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5894091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2167 | PA      | $0.14         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8450445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6702 | PA      | $6634.75      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8056678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9974 | PA      | $9634.69      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6520 | PA      | $6067.05      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8487517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         388 | PA      | $334.59       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2634727.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3043 | PA      | $3001.86      | 0.00%             | 2027-02-15      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7896 | PA      | $7375.99      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17867 | PA      | $17016.36     | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2203128.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         498 | PA      | $487.55       | 0.00%             | 2026-12-08      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8637462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29619 | PA      | $26660.65     | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                         | Voya CLO Ltd., Series 2019-3A, Class AR                                                           | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2445117 | PA      | $2445728.66   | 0.10%             | 2032-10-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7726167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         672 | PA      | $14.52        | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8940929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11484 | PA      | $10752.08     | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5572 | PA      | $5381.28      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6846652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         185 | PA      | $3.03         | 0.00%             | 2035-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8783926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         702 | PA      | $663.92       | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873090.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         546 | PA      | $534.89       | 0.00%             | 2026-10-18      | Fixed         | 11.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         997 | PA      | $962.29       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                         | Voya CLO Ltd., Series 2016-1A, Class BR                                                           | CUSIP: 92915CAU8<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |      590000 | PA      | $589056.05    | 0.02%             | 2031-01-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6971755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         353 | PA      | $5.01         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4419 | PA      | $4112.28      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6254841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5392 | PA      | $210.83       | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12459776.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14741 | PA      | $14987.73     | 0.00%             | 2027-03-21      | Fixed         | 10.99%                | 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        |     1330013 | PA      | $1148494.17   | 0.05%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7985528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         890 | PA      | $869.73       | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4863412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11618 | PA      | $0.38         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4662184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2428 | PA      | $0.30         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4773604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9605 | PA      | $0.23         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8704017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4183 | PA      | $3983.24      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4629149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6425 | PA      | $0.00         | 0.00%             | 2033-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Suzano Austria GmbH                                                                   | Suzano Austria GmbH, Series DM3N                                                                  | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     4400000 | PA      | $3754559.16   | 0.15%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6534257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         963 | PA      | $71.44        | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    32363613 | PA      | $25721863.62  | 1.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31404XW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39319 | PA      | $40622.50     | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078817.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17349 | PA      | $16981.72     | 0.00%             | 2026-11-19      | Fixed         | 10.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991682804.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8592681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17746 | PA      | $17376.06     | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Post Holdings, Inc.                                                                   | Post Holdings, Inc.                                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3127897.80   | 0.13%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KSF23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15169 | PA      | $15812.62     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8558932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9209 | PA      | $8882.73      | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7025304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         190 | PA      | $116.42       | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7370 | PA      | $6998.25      | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8785035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4192 | PA      | $3993.64      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8296579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $243.53       | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6217315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         687 | PA      | $0.26         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4227 | PA      | $3954.78      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200309.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2026 | PA      | $148.35       | 0.00%             | 2026-12-08      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8280017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17926 | PA      | $17206.76     | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charlotte Buyer, Inc.                                                                 | Charlotte Buyer, Inc., First Lien, Second Refinancing CME Term Loan                               | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      623757 | PA      | $621695.34    | 0.03%             | 2028-02-11      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                                    | Essex Portfolio LP                                                                                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2590111.52   | 0.10%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       64045 | PA      | $58773.97     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40070 | PA      | $38317.77     | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8050429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1475 | PA      | $1199.98      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2935 | PA      | $2856.81      | 0.00%             | 2027-01-12      | Fixed         | 8.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991667459.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-25      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2131 | PA      | $2042.48      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8629952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5984 | PA      | $5855.65      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2638227.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8448 | PA      | $8221.32      | 0.00%             | 2027-07-16      | Fixed         | 10.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8256969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17276 | PA      | $16477.01     | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       81784 | PA      | $77441.52     | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23074 | PA      | $21381.61     | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7784728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4590 | PA      | $3897.32      | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417411.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7432 | PA      | $3468.33      | 0.00%             | 2027-06-12      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2206080.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1241 | PA      | $1215.47      | 0.00%             | 2026-12-08      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2205002.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1581 | PA      | $1550.12      | 0.00%             | 2026-12-08      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2202911.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2915 | PA      | $2855.22      | 0.00%             | 2026-12-14      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7609206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         680 | PA      | $402.12       | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                                     | Xcel Energy, Inc.                                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2795168.10   | 0.11%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8409985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1733 | PA      | $1692.67      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8933583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4148 | PA      | $3841.12      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                               | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $98523.64     | 0.00%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19768 | PA      | $18883.28     | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5408127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1021 | PA      | $0.18         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7836267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         590 | PA      | $534.10       | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5972 | PA      | $5460.74      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006713.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6359 | PA      | $458.27       | 0.00%             | 2026-11-09      | Fixed         | 16.47%                | 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        |     4302787 | PA      | $3972303.73   | 0.16%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8032129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         455 | PA      | $443.11       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7919471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5680 | PA      | $5098.39      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15077310.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2783 | PA      | $2843.66      | 0.00%             | 2025-10-21      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8483299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11609 | PA      | $8405.83      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7282901.94   | 0.30%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6686639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1131 | PA      | $8.16         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    98731629 | PA      | $78498923.17  | 3.18%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8007709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         462 | PA      | $452.26       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7914260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         562 | PA      | $556.18       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1649806.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7293 | PA      | $2046.68      | 0.00%             | 2026-11-01      | Fixed         | 12.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3390 | PA      | $3205.35      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         289 | PA      | $272.24       | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7831942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $58.17        | 0.00%             | 2025-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5154612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1314 | PA      | $0.03         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2634423.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16011 | PA      | $15824.88     | 0.00%             | 2027-07-15      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8882243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2832 | PA      | $2631.43      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5700432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         929 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8705618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6774 | PA      | $6495.60      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8988163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1113 | PA      | $1036.04      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4544 | PA      | $4187.78      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1708283.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1795 | PA      | $1765.08      | 0.00%             | 2026-09-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1232 | PA      | $1205.78      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7459816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2238 | PA      | $1809.34      | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8338628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13495 | PA      | $13083.71     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5991404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1795 | PA      | $0.00         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         477 | PA      | $440.63       | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41289 | PA      | $39681.86     | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2642829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9339 | PA      | $9122.50      | 0.00%             | 2027-02-16      | Fixed         | 11.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412928.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         996 | PA      | $975.38       | 0.00%             | 2027-01-11      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7586669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $66.72        | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1195 | PA      | $1176.05      | 0.00%             | 2027-04-24      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2644708.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2378 | PA      | $2336.53      | 0.00%             | 2027-02-25      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1630396.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2177 | PA      | $877.63       | 0.00%             | 2034-09-27      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7023270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9587 | PA      | $4853.01      | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7071207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $105.83       | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1874429.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1708 | PA      | $1679.48      | 0.00%             | 2026-10-18      | Fixed         | 27.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2205704.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2475 | PA      | $2425.31      | 0.00%             | 2026-12-18      | Fixed         | 28.05%                | 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        |       16968 | PA      | $7878.70      | 0.00%             | 2045-01-15      | Variable      | 16.27%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3314 | PA      | $3204.34      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2414856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         388 | PA      | $374.86       | 0.00%             | 2027-01-12      | Fixed         | 6.64%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7947285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         650 | PA      | $638.92       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2637476.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6417 | PA      | $3984.51      | 0.00%             | 2027-07-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6806677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3292 | PA      | $29.38        | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5837211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2901 | PA      | $0.17         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7901651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2641 | PA      | $2531.96      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25573 | PA      | $24115.08     | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8458127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19354 | PA      | $7220.16      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414595.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2928 | PA      | $2849.39      | 0.00%             | 2027-01-12      | Fixed         | 7.05%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         756 | PA      | $721.01       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7738357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36309 | PA      | $1110.11      | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8103156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         715 | PA      | $680.16       | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8143061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1631 | PA      | $1606.99      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874280.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12109 | PA      | $11961.97     | 0.00%             | 2026-11-01      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| XPO, Inc.                                                                             | XPO, Inc.                                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5127468.35   | 0.21%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3231 | PA      | $2694.96      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1872876.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1070 | PA      | $153.83       | 0.00%             | 2026-10-18      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10309 | PA      | $9843.05      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203118.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3050 | PA      | $2969.50      | 0.00%             | 2026-12-17      | Fixed         | 8.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8513756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5929 | PA      | $5631.67      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6237088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1309 | PA      | $0.53         | 0.00%             | 2034-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1617 | PA      | $1493.78      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8224480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2067 | PA      | $2054.40      | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7370367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1662 | PA      | $39.48        | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7880092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         230 | PA      | $222.77       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $4278801.37   | 0.17%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8608267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14628 | PA      | $12600.52     | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2408655.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9546 | PA      | $715.92       | 0.00%             | 2027-01-26      | Fixed         | 5.70%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8552968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15536 | PA      | $15187.20     | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   137251000 | PA      | $114121910.29 | 4.62%             | 2055-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6742103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         970 | PA      | $12.22        | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991783713.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         334 | PA      | $348.89       | 0.00%             | 2026-09-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8210603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25264 | PA      | $24404.82     | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1680116.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11641 | PA      | $11809.31     | 0.00%             | 2026-12-29      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6413090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14328 | PA      | $11.71        | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11694079.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9120 | PA      | $9250.77      | 0.00%             | 2027-02-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4767 | PA      | $4662.20      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8412573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6566 | PA      | $5301.83      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7168326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1220 | PA      | $748.75       | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8083106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2474 | PA      | $2126.41      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $886662.36    | 0.04%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15066733.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7910 | PA      | $8320.37      | 0.00%             | 2027-07-26      | Fixed         | 18.99%                | 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      | $141862.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8807308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25624 | PA      | $24293.71     | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7547 | PA      | $5378.73      | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K6UU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         565 | PA      | $573.82       | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                      | Deutsche Bank AG                                                                                  | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7800000 | PA      | $7997257.16   | 0.32%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5023 | PA      | $4694.74      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1015 | PA      | $923.56       | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8656818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6681 | PA      | $5656.39      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7653915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1787 | PA      | $1678.60      | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2406959.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4041 | PA      | $3958.42      | 0.00%             | 2027-01-11      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Gen Digital, Inc.                                                                     | Gen Digital, Inc.                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      750000 | PA      | $749851.73    | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991946691.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2029-07-08      | Fixed         | 14.98%                | 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        |         583 | PA      | $406.33       | 0.00%             | 2026-05-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31384WGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         376 | PA      | $388.55       | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7204614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3537 | PA      | $160.94       | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1722171.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3807 | PA      | $3873.67      | 0.00%             | 2027-03-14      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8613803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9484 | PA      | $9137.19      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6436390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3413 | PA      | $5.64         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7879086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         665 | PA      | $558.58       | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12484 | PA      | $12050.46     | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8773822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8656 | PA      | $8209.83      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4879371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         536 | PA      | $0.00         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc., First Lien, CME Term Loan, B                                                   | CUSIP: 410346AY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      576375 | PA      | $572772.61    | 0.02%             | 2032-03-08      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2645342.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13339 | PA      | $13039.18     | 0.00%             | 2027-02-17      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4735 | PA      | $4540.84      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2408557.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2324 | PA      | $155.68       | 0.00%             | 2027-01-11      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5095917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17638 | PA      | $0.17         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8660992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4747 | PA      | $4598.49      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9413 | PA      | $9061.87      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8367817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2181 | PA      | $805.04       | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2335829.52   | 0.09%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12015 | PA      | $11414.30     | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202543.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         877 | PA      | $858.79       | 0.00%             | 2026-12-08      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5694816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1074 | PA      | $0.00         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2629864.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1312 | PA      | $877.66       | 0.00%             | 2027-02-15      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7757553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1567 | PA      | $1539.68      | 0.00%             | 2025-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2370107.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2077 | PA      | $2028.80      | 0.00%             | 2027-01-11      | Fixed         | 12.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874352.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13846 | PA      | $13603.12     | 0.00%             | 2026-10-18      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16632155.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9409 | PA      | $9551.76      | 0.00%             | 2027-09-01      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8009771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1440 | PA      | $1421.50      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16676570.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11793 | PA      | $12117.20     | 0.00%             | 2027-09-01      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31406DEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38562 | PA      | $39528.15     | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22105 | PA      | $20920.10     | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4590358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         226 | PA      | $0.00         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                                      | Medical Solutions Holdings, Inc., First Lien, CME Term Loan                                       | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      643420 | PA      | $393200.58    | 0.02%             | 2028-11-01      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4612920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2172 | PA      | $0.00         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4976 | PA      | $4620.93      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7243786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7276 | PA      | $5079.62      | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1648621.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10809 | PA      | $10814.16     | 0.00%             | 2026-10-27      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009468.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5717 | PA      | $5595.10      | 0.00%             | 2026-11-09      | Fixed         | 22.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8512133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         912 | PA      | $895.21       | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EAB Global, Inc.                                                                      | EAB Global, Inc., First Lien, CME Term Loan                                                       | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |      742500 | PA      | $729736.43    | 0.03%             | 2030-08-16      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8363143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9787 | PA      | $9470.82      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8494017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7187 | PA      | $6533.09      | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2202316.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1102 | PA      | $1077.78      | 0.00%             | 2026-12-08      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2645832.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7168 | PA      | $7083.14      | 0.00%             | 2027-02-21      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197183.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         814 | PA      | $795.73       | 0.00%             | 2026-12-07      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                            | Prime Security Services Borrower LLC / Prime Finance, Inc.                                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5729187.00   | 0.23%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8484 | PA      | $8300.39      | 0.00%             | 2026-11-09      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7989820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1118 | PA      | $1081.33      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991693835.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $0.00         | 0.00%             | 2030-01-31      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16867 | PA      | $16201.72     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7782207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2329 | PA      | $1216.51      | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8263419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5400 | PA      | $5190.56      | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         851 | PA      | $831.92       | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1514 | PA      | $1461.80      | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8714227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24702 | PA      | $23609.01     | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008251.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         870 | PA      | $854.14       | 0.00%             | 2026-11-09      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8611290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8991 | PA      | $8729.40      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7573972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4673 | PA      | $3062.62      | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8506177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4161 | PA      | $4060.89      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8663637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2127 | PA      | $2058.44      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7391169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1302 | PA      | $1056.27      | 0.00%             | 2025-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5334017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         710 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4931020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10152 | PA      | $0.00         | 0.00%             | 2033-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8363701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5446 | PA      | $5328.98      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                               | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23000000 | PA      | $22996928.35  | 0.93%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8403339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3437 | PA      | $3330.53      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5119221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2448 | PA      | $0.15         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4691756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7269 | PA      | $0.00         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4243 | PA      | $4081.17      | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EPIC Crude Services LP                                                                | EPIC Crude Services LP, First Lien, CME Term Loan                                                 | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |      466121 | PA      | $466205.39    | 0.02%             | 2031-10-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8300107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5063 | PA      | $4951.54      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12474 | PA      | $11799.08     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8938932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13503 | PA      | $12640.55     | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8723032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         680 | PA      | $636.51       | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5758291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5772 | PA      | $0.00         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royal Bank of Canada                                                                  | Royal Bank of Canada                                                                              | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1800000 | PA      | $1848695.53   | 0.07%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1783 | PA      | $1706.39      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6966362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         288 | PA      | $71.44        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8240 | PA      | $7507.90      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6592468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26389 | PA      | $49.75        | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1701375.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5270 | PA      | $748.79       | 0.00%             | 2027-01-13      | Fixed         | 21.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7537469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         201 | PA      | $169.47       | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17284270.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5308 | PA      | $5328.19      | 0.00%             | 2025-09-15      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1181 | PA      | $1048.91      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6685009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2633 | PA      | $15.49        | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1710725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1734 | PA      | $122.35       | 0.00%             | 2027-02-14      | Fixed         | 30.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6001519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         505 | PA      | $0.22         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8907242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4108 | PA      | $3846.13      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1234 | PA      | $1139.85      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5671581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18583 | PA      | $0.06         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8013485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         576 | PA      | $571.66       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6243468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12676 | PA      | $4.10         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7580066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         217 | PA      | $181.19       | 0.00%             | 2025-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                                | Duke Energy Ohio, Inc.                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1016683.17   | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities, Series 2016-C01, Class 1M2                                    | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      431513 | PA      | $445108.54    | 0.02%             | 2028-08-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2006718.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2280 | PA      | $2233.40      | 0.00%             | 2026-11-09      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8784195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14611 | PA      | $13325.77     | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                           | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      750000 | PA      | $664486.73    | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2410 | PA      | $2336.59      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2632933.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5114 | PA      | $1194.60      | 0.00%             | 2027-02-15      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6392987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7102 | PA      | $12.75        | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7895266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2237 | PA      | $2120.05      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5554641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       62255 | PA      | $0.02         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2638678.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4356 | PA      | $4278.90      | 0.00%             | 2027-02-16      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6047 | PA      | $5892.00      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         247 | PA      | $243.61       | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5256925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12594 | PA      | $0.56         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5853740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2104 | PA      | $0.03         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4514 | PA      | $4108.26      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7967592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1750 | PA      | $1717.40      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC                                                                                             | CUSIP: 31342AG45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7295 | PA      | $7421.66      | 0.00%             | 2033-01-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991637756.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         159 | PA      | $11.03        | 0.00%             | 2030-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1491 | PA      | $1406.42      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2640102.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11887 | PA      | $11743.28     | 0.00%             | 2027-02-16      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1006480.92   | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4                                         | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     1434512 | PA      | $1428974.47   | 0.06%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8351580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6207 | PA      | $6060.34      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2644478.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10794 | PA      | $2661.32      | 0.00%             | 2027-02-16      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8496799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1699 | PA      | $1171.27      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21635 | PA      | $20238.46     | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8040495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         901 | PA      | $825.19       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5777772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8178 | PA      | $0.15         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8072491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15020 | PA      | $11648.55     | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8349157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5772 | PA      | $2488.91      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12230901.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24652 | PA      | $25702.30     | 0.00%             | 2027-03-20      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200418.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3519 | PA      | $3448.82      | 0.00%             | 2026-12-08      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6481328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6302 | PA      | $26.90        | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 173896730.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2347 | PA      | $2410.72      | 0.00%             | 2026-01-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8277477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13472 | PA      | $13099.40     | 0.00%             | 2026-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1719415.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5115 | PA      | $5075.98      | 0.00%             | 2027-02-23      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                            | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      294007 | PA      | $288428.26    | 0.01%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4747188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         553 | PA      | $0.04         | 0.00%             | 2033-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5518310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         390 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                               | LendingClub Corp. - LCX, 168296354.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1196 | PA      | $1185.71      | 0.00%             | 2035-05-13      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DST9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4832 | PA      | $5001.21      | 0.00%             | 2032-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7299621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35438 | PA      | $13973.18     | 0.00%             | 2025-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8542 | PA      | $7854.94      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8039151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6477 | PA      | $6301.77      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1595 | PA      | $1438.44      | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8366476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3054 | PA      | $2995.90      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8656579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3019 | PA      | $2860.75      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                                                    | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      349736 | PA      | $323811.58    | 0.01%             | 2028-10-04      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6849711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         628 | PA      | $8.08         | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296KGB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1159 | PA      | $1165.96      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1139 | PA      | $1060.57      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2635531.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5600 | PA      | $5525.83      | 0.00%             | 2027-02-15      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1183 | PA      | $1101.83      | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4931 | PA      | $4683.51      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8905094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6285 | PA      | $5886.50      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6351975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2638 | PA      | $4.02         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8470542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12965 | PA      | $12030.68     | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3317 | PA      | $3096.18      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4871837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1490 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2415942.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6154 | PA      | $5993.34      | 0.00%             | 2027-01-26      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8176747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3202 | PA      | $3158.41      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202D6E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30511 | PA      | $31277.41     | 0.00%             | 2034-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5953097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         885 | PA      | $0.00         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4714060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1082 | PA      | $0.00         | 0.00%             | 2033-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8294683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3029 | PA      | $2962.00      | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7826201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2674 | PA      | $2511.55      | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                                | Truist Financial Corp.                                                                            | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7946225.98   | 0.32%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5547946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1134 | PA      | $0.05         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8317414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2593 | PA      | $1947.37      | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8025995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         943 | PA      | $137.68       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1872983.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1923 | PA      | $1891.02      | 0.00%             | 2026-10-18      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8977925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7445 | PA      | $6874.69      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AES Andes SA                                                                          | AES Andes SA                                                                                      | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     4600000 | PA      | $4678779.60   | 0.19%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2007576.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2769 | PA      | $2713.04      | 0.00%             | 2026-11-09      | Fixed         | 26.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1872946.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2194 | PA      | $2138.45      | 0.00%             | 2026-10-18      | Fixed         | 7.02%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2171699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4434 | PA      | $4328.97      | 0.00%             | 2026-12-08      | Fixed         | 19.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17699 | PA      | $16537.99     | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8445246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2224 | PA      | $2105.17      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2008579.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17432 | PA      | $16865.07     | 0.00%             | 2026-11-09      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991693097.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         317 | PA      | $21.70        | 0.00%             | 2026-09-20      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1628072.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7610 | PA      | $7601.86      | 0.00%             | 2026-09-28      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1689036.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8886 | PA      | $8864.89      | 0.00%             | 2026-12-21      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8427943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2401 | PA      | $2328.31      | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7964764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1606 | PA      | $308.84       | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3568 | PA      | $3416.86      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8980 | PA      | $8290.55      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8082523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3744 | PA      | $3678.75      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991741909.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7914015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1518 | PA      | $1160.68      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205970.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1116 | PA      | $1090.59      | 0.00%             | 2026-12-08      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991647827.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          68 | PA      | $70.74        | 0.00%             | 2026-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8642974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2339 | PA      | $2232.26      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8676425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7670 | PA      | $7362.81      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1710829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         192 | PA      | $189.71       | 0.00%             | 2026-09-21      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7334014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1044 | PA      | $28.46        | 0.00%             | 2025-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9079 | PA      | $8549.66      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991720299.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.18         | 0.00%             | 2030-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22909562 | PA      | $22493316.98  | 0.91%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HXH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13312 | PA      | $13736.45     | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8065009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2097 | PA      | $2053.95      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3651 | PA      | $3418.41      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7556 | PA      | $7065.62      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8517190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14929 | PA      | $14385.60     | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8032837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4017 | PA      | $3826.91      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8296 | PA      | $7808.48      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19105 | PA      | $17892.58     | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4916673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9163 | PA      | $0.00         | 0.00%             | 2033-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MSCI, Inc.                                                                            | MSCI, Inc.                                                                                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $10107484.70  | 0.41%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1692281.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15751 | PA      | $15672.70     | 0.00%             | 2027-01-24      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2004302.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2051 | PA      | $2010.08      | 0.00%             | 2027-09-24      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8231122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         594 | PA      | $580.64       | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5070, Class HI                                                                      | CUSIP: 3137F9XA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    32433178 | PA      | $6219957.11   | 0.25%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8000517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1021 | PA      | $972.41       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8421807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         262 | PA      | $260.19       | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6254473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14552 | PA      | $384.22       | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8555128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1330 | PA      | $1275.33      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16637899.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11157 | PA      | $11359.22     | 0.00%             | 2027-09-15      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7098792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2031 | PA      | $746.52       | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4826200.90   | 0.20%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8164934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1245 | PA      | $303.93       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8605972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5299 | PA      | $5086.54      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1703 | PA      | $1427.62      | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5484 | PA      | $4795.27      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8821005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3164 | PA      | $3033.04      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2007966.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         844 | PA      | $827.13       | 0.00%             | 2026-11-09      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8625097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1601 | PA      | $1176.86      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12208717.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12405 | PA      | $12897.89     | 0.00%             | 2027-03-01      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8416006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9514 | PA      | $9314.70      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7412972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6512 | PA      | $4390.49      | 0.00%             | 2025-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200437.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1085 | PA      | $1061.64      | 0.00%             | 2026-12-08      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8597737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14924 | PA      | $13479.07     | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                     | Galaxy Pipeline Assets Bidco Ltd.                                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     2211450 | PA      | $1950448.24   | 0.08%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203381.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4807 | PA      | $4736.57      | 0.00%             | 2027-05-23      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8436507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1601 | PA      | $1543.53      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4539 | PA      | $4328.75      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8471115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1275 | PA      | $1217.94      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4873297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         113 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7149585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         272 | PA      | $150.41       | 0.00%             | 2035-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12286988.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11184 | PA      | $11298.76     | 0.00%             | 2026-03-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8166222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2691 | PA      | $2633.82      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8099364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2542 | PA      | $2398.61      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6862957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4171 | PA      | $41.21        | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1689882.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $5.16         | 0.00%             | 2034-12-22      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12424835.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17002 | PA      | $17925.27     | 0.00%             | 2027-03-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7834170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         219 | PA      | $107.83       | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6617414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2152 | PA      | $186.49       | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17490395.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18735 | PA      | $19134.76     | 0.00%             | 2027-09-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1646072.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5401 | PA      | $5658.60      | 0.00%             | 2026-10-28      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2204427.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4046 | PA      | $3967.09      | 0.00%             | 2026-12-08      | Fixed         | 30.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8250191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         674 | PA      | $434.15       | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2005768.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         727 | PA      | $398.91       | 0.00%             | 2026-11-09      | Fixed         | 27.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8282628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1822 | PA      | $1779.13      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991721350.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         765 | PA      | $662.75       | 0.00%             | 2025-09-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8378581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14720 | PA      | $14211.06     | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8854365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33644 | PA      | $31314.53     | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991747772.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8144707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1169 | PA      | $1147.37      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991656357.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $92.94        | 0.00%             | 2025-09-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8806298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3391 | PA      | $3229.77      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16448250.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3849 | PA      | $3913.21      | 0.00%             | 2027-09-01      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                          | Exelon Corp.                                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $13052355.76  | 0.53%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1995 | PA      | $1882.18      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1615738.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1338 | PA      | $1335.31      | 0.00%             | 2026-08-27      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1868887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6193 | PA      | $6086.87      | 0.00%             | 2026-10-18      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407FN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18585 | PA      | $18943.77     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1889 | PA      | $1728.28      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6981536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1328 | PA      | $198.86       | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8031473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3422 | PA      | $485.41       | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8328960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1500 | PA      | $1483.53      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8724107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16412 | PA      | $15684.85     | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6841626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5625 | PA      | $64.43        | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8654872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8249 | PA      | $7963.45      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4869815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7257 | PA      | $0.14         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7021732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2798 | PA      | $697.69       | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5708392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9171 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6693 | PA      | $6422.48      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5025882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1669 | PA      | $0.06         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8208463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         879 | PA      | $854.99       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8015221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1305 | PA      | $1271.36      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7886840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         511 | PA      | $10.49        | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7163900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5443 | PA      | $2900.79      | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       73179 | PA      | $70160.42     | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7894822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3999 | PA      | $3146.08      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991623357.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.42        | 0.00%             | 2030-04-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1991 | PA      | $1948.32      | 0.00%             | 2026-11-09      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6641907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3766 | PA      | $19.71        | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2645675.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12480 | PA      | $12322.05     | 0.00%             | 2027-02-17      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991813874.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          14 | PA      | $13.81        | 0.00%             | 2030-05-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8436467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1261 | PA      | $548.74       | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991759963.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.04         | 0.00%             | 2028-03-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6422493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          96 | PA      | $0.28         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5067242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5352 | PA      | $0.17         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                         | Centene Corp.                                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2933792.10   | 0.12%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7575 | PA      | $7240.67      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8667144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8800 | PA      | $8410.00      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17302 | PA      | $16745.13     | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         932 | PA      | $902.77       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6359468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         432 | PA      | $0.55         | 0.00%             | 2034-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2358 | PA      | $2317.09      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8491568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         658 | PA      | $567.76       | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4815646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5300 | PA      | $0.00         | 0.00%             | 2033-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7336581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       49530 | PA      | $1364.53      | 0.00%             | 2025-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8512362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3278 | PA      | $3158.38      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         727 | PA      | $653.39       | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11722179.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11926 | PA      | $12102.08     | 0.00%             | 2027-02-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3957 | PA      | $3783.85      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7849623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8916 | PA      | $8556.31      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8747655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       51548 | PA      | $49123.26     | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7890338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1737 | PA      | $1568.92      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1242 | PA      | $1206.31      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11703 | PA      | $11092.03     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8972087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6796 | PA      | $6205.31      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                                    | BMO Mortgage Trust, Series 2024-5C8, Class XA                                                     | CUSIP: 09661XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47163396 | PA      | $1963930.97   | 0.08%             | 2057-12-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6895440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         905 | PA      | $499.93       | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12133804.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10785 | PA      | $10958.17     | 0.00%             | 2027-04-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8143858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1179 | PA      | $1162.88      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7505 | PA      | $7171.39      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7243413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1610 | PA      | $1089.11      | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $100.10       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8070742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2829 | PA      | $2810.28      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12468743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5552 | PA      | $5617.87      | 0.00%             | 2027-03-24      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3132 | PA      | $2814.79      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6678696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19360 | PA      | $101.85       | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5119131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1973 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5521 | PA      | $4562.50      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5546515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2064 | PA      | $0.00         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2586 | PA      | $1372.05      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2207 | PA      | $2112.19      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7693720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         139 | PA      | $138.55       | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991601320.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         535 | PA      | $400.95       | 0.00%             | 2026-07-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8192641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8909 | PA      | $8492.78      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2077889.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3129 | PA      | $3076.21      | 0.00%             | 2026-11-19      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4609551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5454 | PA      | $0.11         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8395941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4563 | PA      | $3981.46      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8252937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16766 | PA      | $16379.61     | 0.00%             | 2026-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991603572.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.14         | 0.00%             | 2030-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8689069.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2524 | PA      | $2372.68      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12169743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14460 | PA      | $15196.92     | 0.00%             | 2027-01-22      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6812517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14910 | PA      | $241.30       | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009450.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3905 | PA      | $3827.68      | 0.00%             | 2026-11-09      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8017284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3195 | PA      | $3043.35      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7872278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2957 | PA      | $2907.29      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3619 | PA      | $3379.61      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5524 | PA      | $5227.67      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8534876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         772 | PA      | $688.12       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         684 | PA      | $655.20       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6833875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1457 | PA      | $253.28       | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8452640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         919 | PA      | $896.01       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2000 | PA      | $1955.91      | 0.00%             | 2027-01-11      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8783520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3262 | PA      | $3106.48      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8097993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1654 | PA      | $1630.55      | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7856381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $138.16       | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5759456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          76 | PA      | $0.00         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009332.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1656 | PA      | $375.31       | 0.00%             | 2027-04-15      | Fixed         | 18.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         994 | PA      | $944.70       | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5230330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1320 | PA      | $0.00         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7914153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5956 | PA      | $59.24        | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8952 | PA      | $8489.74      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         737 | PA      | $714.29       | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6792314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6421 | PA      | $57.50        | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1692593.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8226 | PA      | $8153.58      | 0.00%             | 2027-01-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1553 | PA      | $1503.20      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bally's Corp.                                                                         | Bally's Corp., First Lien, CME Term Loan, B                                                       | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      657835 | PA      | $571767.32    | 0.02%             | 2028-10-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8816217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25350 | PA      | $23948.16     | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7840 | PA      | $7245.84      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7993294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1119 | PA      | $702.74       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8848129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25469 | PA      | $23698.51     | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5071139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2742 | PA      | $1.36         | 0.00%             | 2033-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7822 | PA      | $7422.87      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8685523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2079 | PA      | $1978.62      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2602 | PA      | $2554.53      | 0.00%             | 2027-06-11      | Fixed         | 26.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8309591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         357 | PA      | $354.07       | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GGAM Finance Ltd.                                                                     | GGAM Finance Ltd.                                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1991060.00   | 0.08%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2633434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3168 | PA      | $3115.73      | 0.00%             | 2029-02-15      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4899151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3147 | PA      | $0.00         | 0.00%             | 2033-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2538 | PA      | $2454.28      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6065 | PA      | $5755.25      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25960 | PA      | $24294.43     | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1021 | PA      | $970.39       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1269 | PA      | $1240.36      | 0.00%             | 2027-05-08      | Fixed         | 19.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411173.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         438 | PA      | $429.65       | 0.00%             | 2027-01-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1671 | PA      | $1632.48      | 0.00%             | 2027-01-12      | Fixed         | 11.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8457102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5165 | PA      | $3185.94      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5941 | PA      | $5526.49      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8933779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1638 | PA      | $1493.04      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 312942U78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31768 | PA      | $31524.48     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412621.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1784 | PA      | $1758.36      | 0.00%             | 2027-01-11      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7868085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $90.79        | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2643737.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7823 | PA      | $7678.48      | 0.00%             | 2027-02-16      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8306964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37698 | PA      | $36879.78     | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK5                                                                                 | BANK5, Series 2025-5YR14, Class XA                                                                | CUSIP: 06604MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    50201492 | PA      | $2149904.00   | 0.09%             | 2058-04-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2416737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1311 | PA      | $1284.46      | 0.00%             | 2027-01-12      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5317481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         593 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6836478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         673 | PA      | $10.62        | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17032039.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11322 | PA      | $11491.83     | 0.00%             | 2026-11-16      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7922735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         544 | PA      | $532.39       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8837540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9338 | PA      | $8813.88      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11725393.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23269 | PA      | $24028.28     | 0.00%             | 2027-02-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5773116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3729 | PA      | $0.15         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8658875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12782 | PA      | $12367.58     | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tapestry, Inc.                                                                        | Tapestry, Inc.                                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1773431.42   | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6689979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12919 | PA      | $122.07       | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8452873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39750 | PA      | $38609.90     | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21818 | PA      | $20231.38     | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8190366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2817 | PA      | $2685.56      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991729702.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1036 | PA      | $943.38       | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3486 | PA      | $2837.38      | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8397435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6912 | PA      | $6691.13      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10564 | PA      | $10116.07     | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2098 | PA      | $1825.89      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6978456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $96.26        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8205517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1117 | PA      | $1106.72      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6916173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         512 | PA      | $8.24         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874395.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4756 | PA      | $381.92       | 0.00%             | 2026-10-18      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2635945.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2571 | PA      | $2518.40      | 0.00%             | 2027-02-15      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8655144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43211 | PA      | $42295.47     | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                                   | Constellation Energy Generation LLC                                                               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3110779.17   | 0.13%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                             | First Student Bidco, Inc., First Lien, CME Term Loan, B                                           | CUSIP: 33718FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      208965 | PA      | $208361.49    | 0.01%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2415964.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         777 | PA      | $763.51       | 0.00%             | 2027-11-12      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Arthur J Gallagher & Co.                                                              | Arthur J Gallagher & Co.                                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2085142.43   | 0.08%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                          | GS Mortgage Securities Trust, Series 2016-GS2, Class A4                                           | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $1130220.23   | 0.05%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008618.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2389 | PA      | $2337.17      | 0.00%             | 2026-11-09      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12175594.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7272 | PA      | $7499.87      | 0.00%             | 2027-04-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5298 | PA      | $5069.97      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6483513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7992 | PA      | $33.14        | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5165754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1218 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8284942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15851 | PA      | $15525.15     | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8645984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4193 | PA      | $3994.60      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17193 | PA      | $16423.17     | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7800563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2668 | PA      | $2630.76      | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7314697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3749 | PA      | $53.02        | 0.00%             | 2025-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2010280.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6533 | PA      | $6444.69      | 0.00%             | 2026-11-09      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17939 | PA      | $16318.83     | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2396 | PA      | $2205.68      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1573 | PA      | $1433.76      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991852313.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991691649.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $3.52         | 0.00%             | 2030-01-23      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7528668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2131 | PA      | $2070.28      | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Primo Brands Corp.                                                                    | Primo Brands Corp., First Lien, 2025 Refinancing CME Term Loan                                    | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      532270 | PA      | $528876.54    | 0.02%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8326484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3217 | PA      | $3161.68      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6016 | PA      | $5745.45      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8864956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5570 | PA      | $5219.53      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2004674.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4789 | PA      | $2324.51      | 0.00%             | 2027-04-09      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199248.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6932 | PA      | $3469.04      | 0.00%             | 2026-12-07      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                       | BRAVO Residential Funding Trust, Series 2024-NQM3, Class A1                                       | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1086923 | PA      | $1095886.43   | 0.04%             | 2064-03-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991643179.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2185665.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7235 | PA      | $1737.81      | 0.00%             | 2026-12-08      | Fixed         | 20.17%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16718578.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6204 | PA      | $6296.38      | 0.00%             | 2027-09-02      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7736455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9674 | PA      | $9078.67      | 0.00%             | 2025-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8339650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         680 | PA      | $675.71       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7951666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         989 | PA      | $904.78       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         933 | PA      | $915.84       | 0.00%             | 2026-10-18      | Fixed         | 22.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5126 | PA      | $4848.19      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                           | Prosper Pass-Thru Trust III, Series 2020-PT1, Class A                                             | CUSIP: 74360NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       11701 | PA      | $6724.91      | 0.00%             | 2026-03-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8718721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16687 | PA      | $15981.00     | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200406.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1899 | PA      | $1872.64      | 0.00%             | 2026-12-08      | Fixed         | 17.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8264430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1835 | PA      | $1763.00      | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6316 | PA      | $5402.06      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16676602.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4320 | PA      | $4338.10      | 0.00%             | 2026-11-05      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                               | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5082862.75   | 0.21%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8201219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         961 | PA      | $950.76       | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2199311.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         715 | PA      | $701.13       | 0.00%             | 2026-12-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5365379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         768 | PA      | $0.12         | 0.00%             | 2033-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8692 | PA      | $8248.81      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7846 | PA      | $7344.43      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5900390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13495 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3286 | PA      | $3125.92      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8211919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1154 | PA      | $742.88       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9883 | PA      | $9281.08      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -901 | NC      | $-677537.70   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8992365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13674 | PA      | $12465.87     | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2406985.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1219 | PA      | $1186.54      | 0.00%             | 2027-01-11      | Fixed         | 9.83%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                   | CDS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7090000 | PA      | $520471.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4578615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1525 | PA      | $0.00         | 0.00%             | 2033-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7043824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $89.95        | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200KMR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6365 | PA      | $6540.28      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8704382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32573 | PA      | $31523.54     | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6596 | PA      | $6285.78      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6833356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5112 | PA      | $2161.64      | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2402399.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10428 | PA      | $10070.52     | 0.00%             | 2027-01-11      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8239054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9884 | PA      | $9178.60      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2414692.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         272 | PA      | $268.54       | 0.00%             | 2025-11-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7096738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1329 | PA      | $765.08       | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3929663.40   | 0.16%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1704984.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5321 | PA      | $5282.13      | 0.00%             | 2027-01-19      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8808960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2841 | PA      | $2596.03      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2633374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7771 | PA      | $7500.06      | 0.00%             | 2027-02-18      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8449243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8954 | PA      | $8803.50      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202420.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1992 | PA      | $1950.09      | 0.00%             | 2026-12-08      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8810202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5109 | PA      | $4838.36      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14997 | PA      | $13901.31     | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6392793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         432 | PA      | $0.63         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991718999.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.29         | 0.00%             | 2030-05-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2079001.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5586 | PA      | $5493.64      | 0.00%             | 2026-11-19      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1500000 | PA      | $1489580.99   | 0.06%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7838445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4858 | PA      | $4826.02      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4925329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1389 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5074442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1909 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3611386.30   | 0.15%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8162974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         873 | PA      | $826.43       | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411596.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2131 | PA      | $2081.22      | 0.00%             | 2027-01-11      | Fixed         | 13.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411415.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2680 | PA      | $2610.69      | 0.00%             | 2027-01-11      | Fixed         | 9.04%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7988744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         654 | PA      | $647.47       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                                      | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3050000 | PA      | $3058776.89   | 0.12%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006252.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2936 | PA      | $2875.21      | 0.00%             | 2026-11-09      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7826487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         323 | PA      | $321.32       | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8486566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22396 | PA      | $21719.00     | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         672 | PA      | $643.10       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6932 | PA      | $6393.78      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6421 | PA      | $6096.64      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                 | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Delayed Draw CME Term Loan, B | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         305 | PA      | $302.61       | 0.00%             | 2032-04-01      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1874208.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1615 | PA      | $1589.94      | 0.00%             | 2026-10-18      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2206534.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1326 | PA      | $1296.15      | 0.00%             | 2026-12-08      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7527110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         381 | PA      | $266.81       | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7870701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         483 | PA      | $480.50       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7953019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1167 | PA      | $1151.50      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2204734.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1718 | PA      | $234.15       | 0.00%             | 2026-12-08      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17258 | PA      | $16407.55     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16687847.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10601 | PA      | $10787.82     | 0.00%             | 2027-09-15      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2407022.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2239 | PA      | $2207.68      | 0.00%             | 2027-01-11      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1712201.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         848 | PA      | $832.55       | 0.00%             | 2026-09-14      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2634087.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1606 | PA      | $1577.65      | 0.00%             | 2027-02-15      | Fixed         | 29.37%                | 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        |     1569898 | PA      | $1395582.11   | 0.06%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31406XQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9629 | PA      | $9887.57      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8992162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5518 | PA      | $5133.56      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                       | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                         | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1881000 | PA      | $1764109.96   | 0.07%             | 2057-10-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4812 | PA      | $4548.69      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5706 | PA      | $5640.25      | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6967741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1476 | PA      | $822.15       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4750103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8831 | PA      | $0.00         | 0.00%             | 2033-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8604154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36271 | PA      | $33790.20     | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7726185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         544 | PA      | $501.08       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413585.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3887 | PA      | $3801.79      | 0.00%             | 2027-01-11      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2635941.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2262 | PA      | $2219.52      | 0.00%             | 2027-02-15      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991607820.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5854311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         663 | PA      | $0.24         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2005584.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5858 | PA      | $5705.99      | 0.00%             | 2026-11-09      | Fixed         | 8.98%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1667757.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5437 | PA      | $5530.51      | 0.00%             | 2026-11-12      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2146 | PA      | $365.85       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2361 | PA      | $2215.80      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1645223.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3210 | PA      | $3198.49      | 0.00%             | 2026-10-27      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8976118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43998 | PA      | $41126.85     | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8679117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1972 | PA      | $1823.79      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3544 | PA      | $3278.18      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6470092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3558 | PA      | $485.17       | 0.00%             | 2034-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28427 | PA      | $26890.61     | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7165931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1875 | PA      | $57.67        | 0.00%             | 2035-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5954440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7514 | PA      | $0.33         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7776723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3733 | PA      | $3577.75      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1627 | PA      | $623.02       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009188.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9366 | PA      | $9162.17      | 0.00%             | 2026-11-09      | Fixed         | 10.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12158633.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10277 | PA      | $10714.93     | 0.00%             | 2027-03-02      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2007026.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         825 | PA      | $808.37       | 0.00%             | 2026-11-09      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7810803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1081 | PA      | $971.93       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10790 | PA      | $9402.95      | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6115 | PA      | $5578.03      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45363 | PA      | $47959.18     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7555959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         421 | PA      | $362.62       | 0.00%             | 2025-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7959423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3363 | PA      | $2396.12      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8014533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5468 | PA      | $5018.86      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CCI Buyer, Inc.                                                                       | CCI Buyer, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |      827794 | PA      | $829160.19    | 0.03%             | 2027-12-17      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12567 | PA      | $2983.78      | 0.00%             | 2027-05-08      | Fixed         | 20.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16719236.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6850 | PA      | $6942.83      | 0.00%             | 2026-09-04      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7586206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         904 | PA      | $494.52       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5663245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         500 | PA      | $0.09         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8928 | PA      | $7834.86      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17319474.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11614 | PA      | $11655.10     | 0.00%             | 2027-08-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413654.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2875 | PA      | $2820.05      | 0.00%             | 2027-01-12      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7869186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2120 | PA      | $1711.81      | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1554 | PA      | $1513.10      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4878103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         627 | PA      | $0.03         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7991134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1820 | PA      | $1758.90      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                         | Voya CLO Ltd., Series 2013-2A, Class BR                                                           | CUSIP: 92916WAG4<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     5770000 | PA      | $5771905.10   | 0.23%             | 2031-04-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7581762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         384 | PA      | $295.41       | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5950686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         810 | PA      | $0.03         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874369.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3030 | PA      | $2992.12      | 0.00%             | 2026-10-18      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6633231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         238 | PA      | $1.08         | 0.00%             | 2034-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8937064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2276 | PA      | $2082.30      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7991304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2909 | PA      | $2379.95      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7173920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         716 | PA      | $449.92       | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4889268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         524 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8766819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22362 | PA      | $21514.73     | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6668780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9273 | PA      | $37.52        | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2640017.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27625 | PA      | $27093.02     | 0.00%             | 2027-07-16      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2003 | PA      | $1920.65      | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8269697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         814 | PA      | $801.99       | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                             | Carlyle Global Market Strategies CLO Ltd., Series 2014-2RA, Class B                               | CUSIP: 14314LAJ4<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |      580000 | PA      | $580271.19    | 0.02%             | 2031-05-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7987316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13289 | PA      | $9492.76      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1873975.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2426 | PA      | $2376.67      | 0.00%             | 2026-10-18      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7483269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $66.75        | 0.00%             | 2025-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                           | Beacon Roofing Supply, Inc.                                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2311698.84   | 0.09%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6185954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1743 | PA      | $0.26         | 0.00%             | 2034-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2005538.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2520 | PA      | $2467.88      | 0.00%             | 2026-11-09      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6372961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       57137 | PA      | $76.38        | 0.00%             | 2034-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7679612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2603 | PA      | $1312.07      | 0.00%             | 2025-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2777 | PA      | $2710.93      | 0.00%             | 2027-01-11      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8470281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9996 | PA      | $6725.90      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5333772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         967 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                     | Cornerstone Building Brands, Inc., First Lien, CME Term Loan, C                                   | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1144932 | PA      | $948323.87    | 0.04%             | 2031-05-15      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8339588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         406 | PA      | $404.16       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2204377.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3216 | PA      | $3148.08      | 0.00%             | 2028-12-08      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8933822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11636 | PA      | $10887.05     | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7726734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2658 | PA      | $2371.73      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5059326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13048 | PA      | $0.28         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078785.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4143 | PA      | $4071.63      | 0.00%             | 2026-11-19      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1615636.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5331 | PA      | $5316.08      | 0.00%             | 2026-08-30      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8924153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       63448 | PA      | $59130.42     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8215602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1434 | PA      | $1242.59      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2118 | PA      | $2065.33      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Snap, Inc.                                                                            | Snap, Inc.                                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1149517.46   | 0.05%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7483959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2817 | PA      | $65.08        | 0.00%             | 2025-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citadel Securities LP                                                                 | Citadel Securities LP, First Lien, 2024 CME Term Loan                                             | CUSIP: 17288YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      703779 | PA      | $703656.10    | 0.03%             | 2031-10-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6278139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         931 | PA      | $1.13         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6961 | PA      | $6748.16      | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2644262.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5394 | PA      | $392.97       | 0.00%             | 2027-02-16      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8305906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14687 | PA      | $14337.15     | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                               | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      347377 | PA      | $345518.73    | 0.01%             | 2031-02-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7723470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         642 | PA      | $597.90       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6070 | PA      | $5731.05      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                             | OBX Trust, Series 2024-NQM2, Class A1                                                             | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |     1410782 | PA      | $1416396.79   | 0.06%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4831001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         847 | PA      | $0.27         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5588173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4224 | PA      | $0.07         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10309 | PA      | $9784.82      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8485522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13231 | PA      | $2070.86      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31403DWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17641 | PA      | $18302.55     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7180850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2462 | PA      | $54.69        | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8905771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2751 | PA      | $2458.60      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417990.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19600 | PA      | $19074.90     | 0.00%             | 2027-01-12      | Fixed         | 7.34%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7829892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1095 | PA      | $1075.35      | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1677269.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2983 | PA      | $3115.52      | 0.00%             | 2026-12-22      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4434 | PA      | $4076.49      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411571.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3093 | PA      | $3022.07      | 0.00%             | 2027-01-11      | Fixed         | 11.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1521 | PA      | $1485.26      | 0.00%             | 2027-01-12      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2198098.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3505 | PA      | $526.02       | 0.00%             | 2026-12-07      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6903284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3163 | PA      | $34.77        | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8205825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         869 | PA      | $394.03       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6134462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5519 | PA      | $0.53         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44109 | PA      | $42244.70     | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1711626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7131 | PA      | $6987.73      | 0.00%             | 2026-09-14      | Fixed         | 13.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2913 | PA      | $2767.32      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3633 | PA      | $3471.65      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8106736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8003 | PA      | $7706.64      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2196542.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4805 | PA      | $4685.06      | 0.00%             | 2027-05-07      | Fixed         | 14.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8341785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4915 | PA      | $4797.33      | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873350.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4382 | PA      | $4308.63      | 0.00%             | 2026-10-18      | Fixed         | 19.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8057564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3355 | PA      | $3305.53      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                                    | Southern Co. (The)                                                                                | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4054274.75   | 0.16%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5624299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6091 | PA      | $0.00         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3337 | PA      | $3190.17      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8870744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7053 | PA      | $6705.27      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8685168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13627 | PA      | $13035.25     | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1712021.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         993 | PA      | $974.44       | 0.00%             | 2026-09-14      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8677678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10434 | PA      | $10003.23     | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8527075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20103 | PA      | $17862.05     | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                      | Sunoco LP / Sunoco Finance Corp.                                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3794555.60   | 0.15%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5535547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4404 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7071948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         631 | PA      | $329.44       | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5686 | PA      | $5439.60      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6149268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3411 | PA      | $0.05         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991826917.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          39 | PA      | $2.67         | 0.00%             | 2030-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8684314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15011 | PA      | $14335.89     | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1566 | PA      | $1480.11      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200739.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1162 | PA      | $1145.51      | 0.00%             | 2026-12-08      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2725 | PA      | $2595.19      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    63403000 | PA      | $63388880.79  | 2.57%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12116526.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6629 | PA      | $6816.61      | 0.00%             | 2027-01-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8694466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8995 | PA      | $8548.43      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1868602.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1262 | PA      | $1240.32      | 0.00%             | 2026-10-18      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991712449.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $1.66         | 0.00%             | 2030-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Chromalloy Corp.                                                                      | Chromalloy Corp., First Lien, CME Term Loan                                                       | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      372188 | PA      | $367162.97    | 0.01%             | 2031-03-27      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7745356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         179 | PA      | $177.93       | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199726.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2617 | PA      | $2579.29      | 0.00%             | 2026-12-07      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1872814.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5777 | PA      | $5709.38      | 0.00%             | 2026-10-18      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205692.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6466 | PA      | $6298.16      | 0.00%             | 2026-12-08      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5332017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3457 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8020017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         508 | PA      | $468.51       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8435238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1291 | PA      | $80.14        | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8223240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1116 | PA      | $1013.04      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5594180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         732 | PA      | $0.03         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1683121.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         336 | PA      | $338.32       | 0.00%             | 2025-06-22      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1977043.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2050 | PA      | $2004.16      | 0.00%             | 2026-11-09      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8704218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6315 | PA      | $5734.30      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991764409.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 172752552.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2203 | PA      | $2196.41      | 0.00%             | 2025-12-10      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991782660.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2029-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1504 | PA      | $1361.48      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7740921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11985 | PA      | $3761.96      | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8843311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8082 | PA      | $7645.47      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7611951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2119 | PA      | $2025.97      | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8558468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3756 | PA      | $3518.33      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4642502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         714 | PA      | $0.09         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2202534.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6164 | PA      | $6024.73      | 0.00%             | 2026-12-08      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411840.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12782 | PA      | $12496.16     | 0.00%             | 2027-01-11      | Fixed         | 17.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1283 | PA      | $1227.53      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8806372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12793 | PA      | $12280.96     | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8038474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         474 | PA      | $468.30       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8449646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1375 | PA      | $1304.18      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3139 | PA      | $3063.24      | 0.00%             | 2026-12-07      | Fixed         | 10.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7942145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         475 | PA      | $450.59       | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8033005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         503 | PA      | $499.94       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6908001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23167 | PA      | $175.33       | 0.00%             | 2035-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6537 | PA      | $6085.23      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8049654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         197 | PA      | $195.61       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7050197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13025 | PA      | $215.58       | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5827842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7668 | PA      | $0.20         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8020710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6650 | PA      | $6154.28      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5619959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2374 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7NU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12710 | PA      | $12940.83     | 0.00%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7275495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         356 | PA      | $251.52       | 0.00%             | 2025-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8094844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         411 | PA      | $396.03       | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5117 | PA      | $4936.74      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7939433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1433 | PA      | $1397.70      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8083196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8000 | PA      | $5440.61      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8981056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5322 | PA      | $4973.89      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6424176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22930 | PA      | $28.46        | 0.00%             | 2034-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6376 | PA      | $6115.76      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7706764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         264 | PA      | $239.81       | 0.00%             | 2025-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203340.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2265 | PA      | $2213.46      | 0.00%             | 2027-05-08      | Fixed         | 21.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8418825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         513 | PA      | $465.87       | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13055 | PA      | $11736.36     | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         549 | PA      | $529.66       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7206523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2584 | PA      | $2063.03      | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       73737 | PA      | $68974.84     | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2631893.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1818 | PA      | $1783.43      | 0.00%             | 2027-02-15      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      100759 | PA      | $94167.03     | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         613 | PA      | $593.89       | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202975.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2737 | PA      | $2702.21      | 0.00%             | 2027-10-08      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991716805.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         365 | PA      | $368.20       | 0.00%             | 2027-07-08      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8279 | PA      | $8097.53      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1218 | PA      | $1192.01      | 0.00%             | 2026-11-09      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7822474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2635 | PA      | $1942.93      | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8783649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30792 | PA      | $29482.73     | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2804 | PA      | $2659.33      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                         | Upgrade, Inc., 24468287.UG.FTS.B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17864 | PA      | $1374.10      | 0.00%             | 2029-11-26      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6496050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2621 | PA      | $4.19         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT                 | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT                             | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     6900000 | PA      | $6951425.70   | 0.28%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7944955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24782 | PA      | $1301.53      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7280 | PA      | $7110.02      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2403 | PA      | $2271.68      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6237213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         994 | PA      | $0.68         | 0.00%             | 2034-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991577337.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7815795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27776 | PA      | $26265.96     | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 173841383.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7020 | PA      | $7145.76      | 0.00%             | 2026-01-25      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7763863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         361 | PA      | $50.82        | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8178839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33877 | PA      | $32766.32     | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8396042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1788 | PA      | $1747.47      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                                     | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2850198.40   | 0.12%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8283179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7445 | PA      | $5698.39      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8992835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2299 | PA      | $2092.59      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8375380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8520 | PA      | $8336.75      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8532419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13252 | PA      | $12664.23     | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8539477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41189 | PA      | $38815.81     | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7286088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7748 | PA      | $3642.70      | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8512183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2175 | PA      | $2128.57      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8619773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         552 | PA      | $528.98       | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7766481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9714 | PA      | $8109.62      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21809 | PA      | $20859.72     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2641067.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3652 | PA      | $3590.23      | 0.00%             | 2027-02-16      | Fixed         | 27.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6404033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2159 | PA      | $2.22         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8489971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8457 | PA      | $7807.94      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202542.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3303 | PA      | $3245.68      | 0.00%             | 2027-05-08      | Fixed         | 24.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009631.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3713 | PA      | $834.84       | 0.00%             | 2027-09-09      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201522.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7938 | PA      | $7754.28      | 0.00%             | 2026-12-08      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2444 | PA      | $2353.31      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7101698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1018 | PA      | $26.12        | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5201 | PA      | $4424.41      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5813 | PA      | $5306.93      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203172.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4177 | PA      | $4084.08      | 0.00%             | 2026-12-08      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7484428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4409 | PA      | $2144.38      | 0.00%             | 2025-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8827317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14866 | PA      | $13610.65     | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1820 | PA      | $1735.07      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8592557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4632 | PA      | $4290.20      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6655130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         974 | PA      | $3.77         | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2873 | PA      | $2446.50      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15836 | PA      | $14701.86     | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8551915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10330 | PA      | $9670.95      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6984708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1263 | PA      | $11.74        | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4626514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2949 | PA      | $0.50         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412890.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4773 | PA      | $4666.66      | 0.00%             | 2027-01-11      | Fixed         | 20.68%                | No            |                  3 | On Loan: No      |
| Iliad Holding SASU                                                                    | Iliad Holding SASU                                                                                | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2026154.00   | 0.08%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2645135.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1085 | PA      | $1064.47      | 0.00%             | 2027-02-17      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5537953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4030 | PA      | $0.11         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5533995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         813 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2415990.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12863 | PA      | $6041.40      | 0.00%             | 2027-01-12      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8217705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3283 | PA      | $3025.77      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1710250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2671 | PA      | $2614.97      | 0.00%             | 2026-09-14      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2415024.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4047 | PA      | $3960.25      | 0.00%             | 2027-01-12      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2633029.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         633 | PA      | $616.42       | 0.00%             | 2027-02-15      | Fixed         | 9.57%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6420 | PA      | $6142.13      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1702161.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1967 | PA      | $457.75       | 0.00%             | 2027-01-14      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22181 | PA      | $21164.56     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5893541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4112 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8214983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5538 | PA      | $5433.51      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7921120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1510 | PA      | $1487.91      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2206114.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         875 | PA      | $862.83       | 0.00%             | 2026-12-08      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4831653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2099 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991704534.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         119 | PA      | $8.35         | 0.00%             | 2030-01-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6351823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1978 | PA      | $154.56       | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2419419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3110 | PA      | $224.22       | 0.00%             | 2027-01-12      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8421895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         476 | PA      | $470.91       | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DQ20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3702 | PA      | $3893.10      | 0.00%             | 2031-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8591735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1363 | PA      | $1311.50      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10934 | PA      | $10349.61     | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5534121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5159 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3173 | PA      | $2928.67      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12357 | PA      | $11408.40     | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1838 | PA      | $1620.94      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9709 | PA      | $8885.89      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8155465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3535 | PA      | $3455.75      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2300 | PA      | $2126.95      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prestige Brands, Inc.                                                                 | Prestige Brands, Inc.                                                                             | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1536258.72   | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7886251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14038 | PA      | $9727.80      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9279 | PA      | $9073.84      | 0.00%             | 2026-11-09      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7287176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5152 | PA      | $147.91       | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4606335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2103 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6970716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3208 | PA      | $1664.82      | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8246157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         814 | PA      | $799.80       | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8454125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21086 | PA      | $18572.00     | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29753 | PA      | $28094.18     | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8677162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2162 | PA      | $2081.84      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4976561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2306 | PA      | $0.04         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verizon Communications, Inc.                                                          | Verizon Communications, Inc.                                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $7172596.20   | 0.29%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7105271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         186 | PA      | $122.11       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGI Energy Services LLC                                                               | UGI Energy Services LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 90276DAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      522820 | PA      | $523343.28    | 0.02%             | 2030-02-22      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7594477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         946 | PA      | $352.69       | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8533602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         852 | PA      | $836.46       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6978952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       51491 | PA      | $1326.17      | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8353 | PA      | $8070.80      | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8326359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2352 | PA      | $2257.66      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5288588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       54175 | PA      | $0.00         | 0.00%             | 2033-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8667027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1077 | PA      | $1044.77      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8396180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1263 | PA      | $491.53       | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2952 | PA      | $2821.94      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7793111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         351 | PA      | $345.84       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8465231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3248 | PA      | $3171.93      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17464221.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5572 | PA      | $5752.44      | 0.00%             | 2026-09-15      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12029572.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3622 | PA      | $3669.78      | 0.00%             | 2027-02-24      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1873077.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1315 | PA      | $1292.87      | 0.00%             | 2026-10-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2419563.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12796 | PA      | $12510.44     | 0.00%             | 2027-01-12      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5103916.34   | 0.21%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5047321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5110 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8295071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         251 | PA      | $246.62       | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1872975.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1751 | PA      | $1702.64      | 0.00%             | 2027-03-18      | Fixed         | 32.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5160 | PA      | $4860.59      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1708871.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         697 | PA      | $39.10        | 0.00%             | 2035-02-22      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7942360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2308 | PA      | $2293.85      | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14557 | PA      | $13854.85     | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991576670.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7755761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8935 | PA      | $4972.86      | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4                                  | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1360000 | PA      | $1351458.79   | 0.05%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1702137.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3034 | PA      | $3014.28      | 0.00%             | 2027-01-14      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2667 | PA      | $2545.98      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11618 | PA      | $10847.27     | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8451575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27424 | PA      | $26122.60     | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5585 | PA      | $5457.34      | 0.00%             | 2027-01-11      | Fixed         | 19.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4862443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7578 | PA      | $0.15         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         688 | PA      | $671.47       | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009234.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5390 | PA      | $5277.16      | 0.00%             | 2026-11-09      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3062 | PA      | $2966.76      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8270552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10125 | PA      | $9895.99      | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12719 | PA      | $11496.55     | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       57493 | PA      | $54699.58     | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1541 | PA      | $787.84       | 0.00%             | 2027-01-11      | Fixed         | 18.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8923531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11222 | PA      | $10257.94     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414553.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8730 | PA      | $8535.49      | 0.00%             | 2027-01-12      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6488356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3633 | PA      | $7.41         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009417.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1861 | PA      | $1818.76      | 0.00%             | 2026-11-10      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8350479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11283 | PA      | $10284.62     | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         920 | PA      | $876.75       | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6981964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13283 | PA      | $174.27       | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| White Cap Supply Holdings LLC                                                         | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      525299 | PA      | $513340.55    | 0.02%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8602469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8591 | PA      | $8166.85      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197670.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1756 | PA      | $1716.32      | 0.00%             | 2026-12-07      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| Imperial Fund Mortgage Trust                                                          | Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2103294 | PA      | $2106150.86   | 0.09%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2478 | PA      | $2424.58      | 0.00%             | 2026-11-09      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8411563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24693 | PA      | $23947.68     | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2203151.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          79 | PA      | $5.72         | 0.00%             | 2034-12-22      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2552 | PA      | $2485.50      | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8042719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         662 | PA      | $647.76       | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7968350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1919 | PA      | $791.84       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         278 | PA      | $273.84       | 0.00%             | 2026-10-18      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5873819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1232 | PA      | $0.06         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6914678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3385 | PA      | $71.14        | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                          | Mizuho Financial Group, Inc.                                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     5100000 | PA      | $5282737.74   | 0.21%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8611747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2807 | PA      | $2705.23      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1400 | PA      | $1364.18      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8532226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3839 | PA      | $3713.41      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4062 | PA      | $4013.17      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7598834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2058 | PA      | $1823.10      | 0.00%             | 2025-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7858486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         814 | PA      | $10.11        | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8465101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4211 | PA      | $4066.76      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7794575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17650 | PA      | $9055.83      | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202084.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         691 | PA      | $677.12       | 0.00%             | 2026-12-08      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2201210.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         807 | PA      | $788.71       | 0.00%             | 2026-12-08      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8857 | PA      | $8577.00      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2353 | PA      | $2280.23      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991769449.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11687753.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4718 | PA      | $4782.41      | 0.00%             | 2026-01-25      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6725712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1865 | PA      | $754.98       | 0.00%             | 2034-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1117020.26   | 0.05%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5111024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         993 | PA      | $0.03         | 0.00%             | 2033-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RR Donnelley & Sons Co.                                                               | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2859799.35   | 0.12%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5154314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2780 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5917707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3053 | PA      | $0.00         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7906618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         171 | PA      | $169.84       | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5109145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1195 | PA      | $0.06         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8793972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4791 | PA      | $4241.76      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2402757.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2711 | PA      | $2618.74      | 0.00%             | 2027-01-12      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8648195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31727 | PA      | $30642.39     | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6849498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5530 | PA      | $73.70        | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6968020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         272 | PA      | $155.32       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7369711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         883 | PA      | $559.92       | 0.00%             | 2025-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7793136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3749 | PA      | $3368.28      | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8774067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12125 | PA      | $11632.61     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2547 | PA      | $2493.61      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6300866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         274 | PA      | $0.29         | 0.00%             | 2034-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6319056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         430 | PA      | $0.00         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8608463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47561 | PA      | $46568.46     | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8873707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1930 | PA      | $1834.98      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8485124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2324 | PA      | $1809.11      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         794 | PA      | $778.70       | 0.00%             | 2027-01-12      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8329865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26827 | PA      | $25561.10     | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 20 Year                                                                                     | CUSIP: 31371NTK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7516 | PA      | $7495.45      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12345892.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6648 | PA      | $6762.61      | 0.00%             | 2027-04-22      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1709507.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3565 | PA      | $3550.34      | 0.00%             | 2027-02-16      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4571 | PA      | $4361.21      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4121532.90   | 0.17%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8533656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16892 | PA      | $15360.19     | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8050565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6532 | PA      | $5340.00      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7218862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3243 | PA      | $2132.60      | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5016072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5014 | PA      | $0.07         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8107377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11541 | PA      | $10674.98     | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2634760.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3064 | PA      | $3006.57      | 0.00%             | 2027-02-15      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6966621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1752 | PA      | $49.35        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6305 | PA      | $6137.86      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8518810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13432 | PA      | $12919.34     | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8528368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2395 | PA      | $2135.89      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3395126.17   | 0.14%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                                  | INEOS US Finance LLC, First Lien, 2030 Dollar CME Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      801732 | PA      | $752425.18    | 0.03%             | 2030-02-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6664005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3617 | PA      | $21.89        | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2407955.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5962 | PA      | $2788.63      | 0.00%             | 2027-06-11      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7598949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20583 | PA      | $18588.25     | 0.00%             | 2025-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7830496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         511 | PA      | $339.96       | 0.00%             | 2025-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7551251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3354 | PA      | $2675.87      | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2187 | PA      | $2149.15      | 0.00%             | 2026-10-18      | Fixed         | 17.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8733764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5875 | PA      | $5670.49      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8068 | PA      | $7700.52      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                         | Gartner, Inc.                                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3567945.02   | 0.14%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205529.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3367 | PA      | $3296.67      | 0.00%             | 2026-12-08      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7857128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4290 | PA      | $4222.75      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4661015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2307 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4841116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11234 | PA      | $0.18         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36206PNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           3 | PA      | $2.58         | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5755879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3261 | PA      | $0.00         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6182 | PA      | $5772.65      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8245 | PA      | $7979.79      | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5078 | PA      | $4911.16      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8887702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1685 | PA      | $1610.99      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991736467.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $3.52         | 0.00%             | 2030-02-07      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300435.76    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5397535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5543 | PA      | $0.00         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8082159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3154 | PA      | $3080.56      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8853338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28074 | PA      | $26639.37     | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25276 | PA      | $23326.31     | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18332 | PA      | $16984.64     | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874041.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3167 | PA      | $3113.18      | 0.00%             | 2026-10-18      | Fixed         | 26.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991786787.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8363676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         823 | PA      | $758.90       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8390042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2946 | PA      | $976.17       | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8277973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8423 | PA      | $8144.90      | 0.00%             | 2026-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Romania                                                                               | Romania Government Bond                                                                           | CUSIP: 77586RAC4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4700000 | PA      | $4012339.71   | 0.16%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                | Howmet Aerospace, Inc.                                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2111539.50   | 0.09%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                      | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $610081.81    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2163 | PA      | $2016.34      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3490 | PA      | $3064.15      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6154 | PA      | $4444.92      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11190 | PA      | $10398.19     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10525 | PA      | $10000.89     | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2034 | PA      | $1858.64      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DNY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1613 | PA      | $1689.83      | 0.00%             | 2031-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1546 | PA      | $1424.16      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414318.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9624 | PA      | $701.53       | 0.00%             | 2027-11-12      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1761 | PA      | $1682.12      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7686665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2104 | PA      | $372.77       | 0.00%             | 2025-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4977248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23393 | PA      | $0.58         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18439000 | PA      | $18091621.96  | 0.73%             | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6871155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3560 | PA      | $31.88        | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8225563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          82 | PA      | $80.95        | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2020-B20, Class XA                                               | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39082881 | PA      | $2141503.46   | 0.09%             | 2053-10-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8988691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17867 | PA      | $16554.43     | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                          | Exelon Corp.                                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1132487.44   | 0.05%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1649791.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10045 | PA      | $10056.39     | 0.00%             | 2026-10-31      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2573704.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         267 | PA      | $11.31        | 0.00%             | 2035-02-16      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8258586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         899 | PA      | $887.94       | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8889438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2470 | PA      | $2263.74      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6731838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5855 | PA      | $40.18        | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3100 | PA      | $2880.04      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7756617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2326 | PA      | $664.74       | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2582 | PA      | $2376.74      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8316104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2774 | PA      | $2729.95      | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Berlin Packaging LLC                                                                  | Berlin Packaging LLC, First Lien, 2024-2 Replacement CME Term Loan                                | CUSIP: 08511LBC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      746255 | PA      | $742004.77    | 0.03%             | 2031-06-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8803185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6688 | PA      | $6077.75      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5267302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $0.03         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8264550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5244 | PA      | $5163.67      | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7471403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1789 | PA      | $1691.98      | 0.00%             | 2025-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991596886.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          53 | PA      | $55.42        | 0.00%             | 2025-09-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8029495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         400 | PA      | $386.57       | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1133 | PA      | $1075.29      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414777.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         677 | PA      | $664.06       | 0.00%             | 2027-01-12      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Element Solutions, Inc.                                                               | Element Solutions, Inc.                                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6246080.28   | 0.25%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7423408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4786 | PA      | $3365.07      | 0.00%             | 2025-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8091892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1491 | PA      | $1472.10      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200110.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3812 | PA      | $2576.98      | 0.00%             | 2026-12-16      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8213447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7702 | PA      | $7567.10      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5898769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2169 | PA      | $0.00         | 0.00%             | 2034-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8715283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16899 | PA      | $16054.54     | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6217699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3192 | PA      | $1.88         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4879728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2694 | PA      | $0.00         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6953 | PA      | $6598.00      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                               | LendingClub Corp. - LCX, 168006688.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2983 | PA      | $2921.51      | 0.00%             | 2035-03-09      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1266 | PA      | $1191.73      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991730761.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          63 | PA      | $65.23        | 0.00%             | 2025-12-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1710759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         525 | PA      | $82.44        | 0.00%             | 2026-09-14      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8118 | PA      | $7857.60      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14197 | PA      | $13491.91     | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7910087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6197 | PA      | $5961.92      | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7262532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3144 | PA      | $87.76        | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8245361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5085 | PA      | $4933.37      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6591444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1914 | PA      | $7.67         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991573331.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $0.00         | 0.00%             | 2026-09-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12203395.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5773 | PA      | $6025.33      | 0.00%             | 2027-03-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9640 | PA      | $8837.69      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 15 Year                                                                                     | CUSIP: 31418AGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25678 | PA      | $25241.96     | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8457419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4519 | PA      | $4398.35      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                                                 | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7659215.41   | 0.31%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13254 | PA      | $12229.83     | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2415306.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5285 | PA      | $5180.56      | 0.00%             | 2027-01-12      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    34025685 | PA      | $31790287.57  | 1.29%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                    | Metropolitan Life Global Funding I                                                                | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2981491.80   | 0.12%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7786042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7212 | PA      | $1201.80      | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7642548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1584 | PA      | $1572.93      | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8848908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7929 | PA      | $7626.11      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1602 | PA      | $1522.37      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7212092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         168 | PA      | $133.33       | 0.00%             | 2035-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5075119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1106 | PA      | $0.08         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5656207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8733 | PA      | $0.68         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8484682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9468 | PA      | $9036.29      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LGI Homes, Inc.                                                                       | LGI Homes, Inc.                                                                                   | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5052150.00   | 0.20%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7137611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10916 | PA      | $541.83       | 0.00%             | 2035-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7950572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2785 | PA      | $2754.34      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991891982.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10258 | PA      | $10107.38     | 0.00%             | 2026-12-07      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7430504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       68115 | PA      | $907.01       | 0.00%             | 2025-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31403LR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4443 | PA      | $4562.96      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14755 | PA      | $13784.09     | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7815015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4883 | PA      | $1940.87      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10546 | PA      | $9797.36      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7983953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8877 | PA      | $7314.21      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2371 | PA      | $2263.73      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8498429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       52421 | PA      | $51226.69     | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11595260.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2705 | PA      | $2746.33      | 0.00%             | 2027-01-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1658839.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5972 | PA      | $5928.57      | 0.00%             | 2026-11-09      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8166378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2510 | PA      | $2419.78      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8113190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2527 | PA      | $2362.90      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10044 | PA      | $9486.37      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2640160.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10429 | PA      | $10195.91     | 0.00%             | 2027-02-16      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7289261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1039 | PA      | $39.73        | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5856 | PA      | $5114.56      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1398 | PA      | $1335.31      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6484909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         730 | PA      | $135.54       | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8822832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19457 | PA      | $18475.29     | 0.00%             | 2026-09-11      | None          | 0.00%                 | 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        |     4000000 | PA      | $2655082.40   | 0.11%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4923493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         134 | PA      | $0.02         | 0.00%             | 2033-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8713757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6285 | PA      | $6003.52      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7876109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2667 | PA      | $2449.96      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5621 | PA      | $5150.69      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4491 | PA      | $4406.75      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8254966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2582 | PA      | $2522.43      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7201085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1847 | PA      | $36.14        | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31390RM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5153 | PA      | $5306.58      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                                       | Whatabrands LLC, First Lien, 2024-2 Refinancing CME Term Loan. B                                  | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      176394 | PA      | $175629.73    | 0.01%             | 2028-08-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8418472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10019 | PA      | $9639.20      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3763 | PA      | $3510.51      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FFCB                                                                                  | FFCB                                                                                              | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |     7700000 | PA      | $6029065.50   | 0.24%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8323662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         669 | PA      | $649.71       | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                                | First Brands Group LLC, Second Lien, 2021 CME Term Loan                                           | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1029361 | PA      | $877530.25    | 0.04%             | 2028-03-30      | Variable      | 13.05%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5333523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         620 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8151780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3409 | PA      | $3375.20      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                                   | Kinetik Holdings LP                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4890374.95   | 0.20%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7832037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5915 | PA      | $5731.97      | 0.00%             | 2025-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8993020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7936 | PA      | $7234.36      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                             | OBX Trust, Series 2024-NQM3, Class A1                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |     1757265 | PA      | $1770060.05   | 0.07%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4922 | PA      | $4150.64      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 173496629.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5134 | PA      | $5047.52      | 0.00%             | 2026-02-14      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7266191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34643 | PA      | $22367.17     | 0.00%             | 2035-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7316842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4356 | PA      | $899.89       | 0.00%             | 2025-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8922557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16519 | PA      | $15466.46     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8973042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       91600 | PA      | $85277.36     | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8530595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11746 | PA      | $2325.22      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7910 | PA      | $7618.71      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8488023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1738 | PA      | $1639.50      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3536 | PA      | $3428.26      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7KF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4514 | PA      | $4541.15      | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4377 | PA      | $4324.32      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197658.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2056 | PA      | $2008.38      | 0.00%             | 2026-12-07      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1720974.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9315 | PA      | $9470.72      | 0.00%             | 2027-02-15      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6470 | PA      | $6154.41      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4602 | PA      | $4493.21      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7249679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         736 | PA      | $324.42       | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11738196.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5532 | PA      | $5760.18      | 0.00%             | 2027-02-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197655.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2260 | PA      | $2205.99      | 0.00%             | 2026-12-07      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KDX67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39982 | PA      | $40556.59     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         965 | PA      | $896.41       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4583983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3383 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16632934.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4506 | PA      | $4516.54      | 0.00%             | 2026-10-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7488630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         455 | PA      | $381.71       | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9003 | PA      | $8421.63      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8654775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3831 | PA      | $3757.38      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5719 | PA      | $5200.29      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7836996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3362 | PA      | $2129.55      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5084934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33928 | PA      | $0.06         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3507 | PA      | $3042.00      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7392524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         579 | PA      | $482.66       | 0.00%             | 2025-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                        | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                        | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2453679 | PA      | $2473558.87   | 0.10%             | 2068-12-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6024354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12722 | PA      | $0.53         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2595 | PA      | $2403.74      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8211762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1186 | PA      | $1141.74      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7903865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         186 | PA      | $184.94       | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6971 | PA      | $6398.49      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5913989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1336 | PA      | $0.00         | 0.00%             | 2034-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7316192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $139.69       | 0.00%             | 2025-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2638017.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4502 | PA      | $4425.10      | 0.00%             | 2027-02-16      | Fixed         | 27.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12139980.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         560 | PA      | $560.35       | 0.00%             | 2027-01-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8457622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1998 | PA      | $1938.49      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                         | K2016470219 South Africa Ltd., Escrow Account, Class D                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |      620001 | NS      | $8787.46      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8680 | PA      | $8342.78      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2407824.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2028 | PA      | $1985.70      | 0.00%             | 2027-01-11      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7251900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         685 | PA      | $461.26       | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205436.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14269 | PA      | $14019.13     | 0.00%             | 2027-05-08      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Dave & Buster's, Inc.                                                                 | Dave & Buster's, Inc., First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      321443 | PA      | $299398.54    | 0.01%             | 2029-06-29      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7009982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         327 | PA      | $171.20       | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8436849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2764 | PA      | $2679.95      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198880.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1466 | PA      | $1443.45      | 0.00%             | 2026-12-07      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8922128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1645 | PA      | $1520.89      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6314763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         982 | PA      | $1.54         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1710981.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3839 | PA      | $3767.39      | 0.00%             | 2026-09-14      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410081.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7209 | PA      | $7015.45      | 0.00%             | 2027-01-11      | Fixed         | 8.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8530476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1521 | PA      | $1490.90      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14788 | PA      | $14091.76     | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                             | OBX Trust, Series 2021-J3, Class A4                                                               | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      965856 | PA      | $865407.31    | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2201365.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6018 | PA      | $5882.79      | 0.00%             | 2026-12-08      | Fixed         | 14.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7603519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2898 | PA      | $1517.49      | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7682366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4325 | PA      | $1897.45      | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1304 | PA      | $1276.66      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                       | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2724026.25   | 0.11%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2932 | PA      | $2868.86      | 0.00%             | 2027-01-11      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12800 | PA      | $11737.35     | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38814 | PA      | $36139.10     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $8509760.87   | 0.34%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16854 | PA      | $15692.86     | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3313 | PA      | $3243.72      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2634677.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2065 | PA      | $2025.83      | 0.00%             | 2027-02-15      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2195399.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1370 | PA      | $1342.05      | 0.00%             | 2027-05-22      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Cerdia Finanz GmbH                                                                    | Cerdia Finanz GmbH                                                                                | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2017500.00   | 0.08%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8660506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5135 | PA      | $4923.09      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8818221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41769 | PA      | $39694.16     | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2632551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4775 | PA      | $4605.94      | 0.00%             | 2027-02-15      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8192800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7502 | PA      | $7283.96      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7281601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1132 | PA      | $22.14        | 0.00%             | 2025-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8245947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4130 | PA      | $3713.73      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10727 | PA      | $10441.52     | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4877534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1841 | PA      | $0.10         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7014159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1246 | PA      | $222.54       | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4835 | PA      | $4709.73      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8305771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2647 | PA      | $2584.62      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8755767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35144 | PA      | $33529.94     | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6584 | PA      | $5331.88      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6709316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         152 | PA      | $48.75        | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         619 | PA      | $316.42       | 0.00%             | 2026-12-08      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8491977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2086 | PA      | $1959.71      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1708544.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1456 | PA      | $983.46       | 0.00%             | 2026-09-14      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4693423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7275 | PA      | $1.00         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5832609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2194 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8467364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5128 | PA      | $4739.30      | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6936990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3340 | PA      | $31.31        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991871207.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15302 | PA      | $11163.92     | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7697 | PA      | $7443.56      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8086401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12110 | PA      | $11900.39     | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7970839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3167 | PA      | $2672.24      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8073409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1236 | PA      | $909.74       | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      900000 | PA      | $924050.32    | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6649660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         121 | PA      | $0.80         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3288 | PA      | $3155.84      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5273714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2002 | PA      | $0.00         | 0.00%             | 2033-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6521 | PA      | $6284.48      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8465887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10200 | PA      | $9928.45      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7422446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1376 | PA      | $28.42        | 0.00%             | 2025-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17495714.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2014 | PA      | $2024.19      | 0.00%             | 2025-09-26      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4998 | PA      | $4691.92      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7959665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $50.10        | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9596 | PA      | $9156.54      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8464007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22289 | PA      | $21950.01     | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991829259.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $20.20        | 0.00%             | 2030-05-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8783392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4972 | PA      | $4728.55      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7505 | PA      | $7066.51      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8180118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2782 | PA      | $2716.12      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4438 | PA      | $4350.00      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5319057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2284 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5050 | PA      | $4808.06      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13181 | PA      | $12329.13     | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407XNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43885 | PA      | $45232.66     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991852346.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874099.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6645 | PA      | $6506.19      | 0.00%             | 2026-10-18      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       51444 | PA      | $48371.50     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16335651.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6860 | PA      | $6969.57      | 0.00%             | 2026-09-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22420369 | PA      | $22794299.69  | 0.92%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 172611713.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3619 | PA      | $3630.91      | 0.00%             | 2026-01-14      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4983108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         419 | PA      | $0.03         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2521 | PA      | $2470.85      | 0.00%             | 2026-11-09      | Fixed         | 18.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7930175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1721 | PA      | $1151.82      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7959717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1082 | PA      | $1071.40      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411884.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9638 | PA      | $9307.18      | 0.00%             | 2027-01-11      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5601 | PA      | $5342.93      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7623413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         187 | PA      | $83.10        | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2490 | PA      | $2426.50      | 0.00%             | 2027-05-08      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1291 | PA      | $1180.88      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 173580706.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7703 | PA      | $7696.80      | 0.00%             | 2026-07-15      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7855676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6746 | PA      | $6279.28      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3685 | PA      | $2638.17      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                       | Eastern Energy Gas Holdings LLC                                                                   | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6920469.60   | 0.28%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7991579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3780 | PA      | $3129.38      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7991209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2184 | PA      | $2022.59      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8235030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5426 | PA      | $5011.75      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2045 | PA      | $1998.32      | 0.00%             | 2027-05-08      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class AS                     | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1360000 | PA      | $1346624.40   | 0.05%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009683.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2362 | PA      | $2310.91      | 0.00%             | 2026-11-09      | Fixed         | 14.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2079089.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2533 | PA      | $2505.82      | 0.00%             | 2026-11-19      | Fixed         | 19.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5721102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1302 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8409613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2507 | PA      | $2430.23      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7215930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13761 | PA      | $427.02       | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411299.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         888 | PA      | $871.38       | 0.00%             | 2027-01-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8025452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1983 | PA      | $1949.66      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6724464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9907 | PA      | $74.04        | 0.00%             | 2034-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991662857.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.07         | 0.00%             | 2030-01-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199924.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2719 | PA      | $2647.30      | 0.00%             | 2026-12-07      | Fixed         | 9.76%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12154405.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6668 | PA      | $6803.33      | 0.00%             | 2027-01-22      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2147 | PA      | $1990.21      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2077136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4093 | PA      | $4047.44      | 0.00%             | 2026-11-19      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1694608.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3835 | PA      | $3799.87      | 0.00%             | 2027-01-13      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                                    | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     5600000 | PA      | $5971476.00   | 0.24%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7816946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14141 | PA      | $4109.84      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407X4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23433 | PA      | $24152.29     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8460065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1240 | PA      | $1222.71      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8119612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2202 | PA      | $2017.73      | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6679343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3191 | PA      | $25.41        | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8204610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2544 | PA      | $1045.00      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6993089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         594 | PA      | $334.47       | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8654599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1135 | PA      | $1120.71      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM XVII LP                                                                           | LCM XVII LP, Series 17A, Class BRR                                                                | CUSIP: 50190AAR3<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |     4590000 | PA      | $4591915.00   | 0.19%             | 2031-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2043 | PA      | $1996.14      | 0.00%             | 2026-12-07      | Fixed         | 13.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8159653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         430 | PA      | $420.29       | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9797 | PA      | $9422.56      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 172156822.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1556 | PA      | $1525.85      | 0.00%             | 2025-11-24      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| ONEOK, Inc.                                                                           | ONEOK, Inc.                                                                                       | CUSIP: 29336TAC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1733711.78   | 0.07%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5960434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         375 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                                | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $6899549.30   | 0.28%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8271343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2043 | PA      | $1359.10      | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1485217.35   | 0.06%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5861125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         619 | PA      | $0.03         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4602285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31712 | PA      | $0.00         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2080514.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1006 | PA      | $989.71       | 0.00%             | 2026-11-19      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009221.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6637 | PA      | $6513.19      | 0.00%             | 2026-11-12      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5856586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1930 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cencosud SA                                                                           | Cencosud SA                                                                                       | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $610993.33    | 0.02%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                          | Birch Permian Holdings, Inc.                                                                      | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |       46176 | NS      | $262048.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8526053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2594 | PA      | $2504.38      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8329109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21223 | PA      | $20358.43     | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008677.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3773 | PA      | $3687.20      | 0.00%             | 2026-11-23      | Fixed         | 10.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2414282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         973 | PA      | $953.95       | 0.00%             | 2027-01-12      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16465567.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8413 | PA      | $8583.31      | 0.00%             | 2027-07-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417948.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         514 | PA      | $499.84       | 0.00%             | 2027-06-12      | Fixed         | 8.36%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17041993.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4820 | PA      | $4839.69      | 0.00%             | 2025-09-05      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8826052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28195 | PA      | $24966.42     | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4878787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4067 | PA      | $0.12         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5986027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3601 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7106 | PA      | $6584.39      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7447048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43825 | PA      | $577.83       | 0.00%             | 2025-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2644598.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6090 | PA      | $5991.31      | 0.00%             | 2027-03-01      | Fixed         | 29.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8516487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1147 | PA      | $996.72       | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1688534.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10640 | PA      | $10526.32     | 0.00%             | 2027-01-16      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8076492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2537 | PA      | $2502.93      | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5855911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2925 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                                     | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      220784 | PA      | $218530.92    | 0.01%             | 2031-08-04      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12421799.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9322 | PA      | $9522.25      | 0.00%             | 2027-03-18      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7883810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5201 | PA      | $4040.03      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7080510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1437 | PA      | $31.72        | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1534 | PA      | $1493.10      | 0.00%             | 2026-12-07      | Fixed         | 8.94%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8076022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12269 | PA      | $10089.55     | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8031161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2639 | PA      | $2580.38      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5898320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8262 | PA      | $0.27         | 0.00%             | 2034-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8458102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         273 | PA      | $259.36       | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4820091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1630 | PA      | $0.09         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5823345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1884 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2645472.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10429 | PA      | $10268.40     | 0.00%             | 2027-07-17      | Fixed         | 26.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6581786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         584 | PA      | $4.09         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7235145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20605 | PA      | $605.27       | 0.00%             | 2035-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1708581.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1735 | PA      | $1704.94      | 0.00%             | 2027-02-14      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8781505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       81694 | PA      | $78139.71     | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7164006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $97.27        | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8502376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5006 | PA      | $4655.26      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1658339.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3780 | PA      | $922.23       | 0.00%             | 2026-11-17      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11730592.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22076 | PA      | $2267.35      | 0.00%             | 2026-12-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7785 | PA      | $7094.10      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2202140.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1611 | PA      | $384.63       | 0.00%             | 2026-12-08      | Fixed         | 10.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5270825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4533 | PA      | $0.00         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7829173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5086 | PA      | $4753.94      | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         513 | PA      | $493.98       | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                              | Bimbo Bakeries USA, Inc.                                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1447264.50   | 0.06%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8059113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6250 | PA      | $6154.82      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7542074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21677 | PA      | $17066.24     | 0.00%             | 2025-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8196 | PA      | $7606.75      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         817 | PA      | $795.52       | 0.00%             | 2027-01-12      | Fixed         | 10.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19580 | PA      | $16720.72     | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2418700.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         273 | PA      | $268.15       | 0.00%             | 2027-01-12      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1580 | PA      | $1524.00      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1707201.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5531 | PA      | $5461.76      | 0.00%             | 2026-09-14      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18626 | PA      | $17283.51     | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874238.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2440 | PA      | $2389.63      | 0.00%             | 2027-03-18      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3652 | PA      | $3504.95      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4796651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3524 | PA      | $0.00         | 0.00%             | 2033-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7782558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $162.48       | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2749 | PA      | $2610.67      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8539334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8648 | PA      | $8110.37      | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991554237.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8612775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4808 | PA      | $4659.00      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2415490.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7975 | PA      | $7766.35      | 0.00%             | 2027-06-12      | Fixed         | 12.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8907376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5131 | PA      | $4683.98      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6038361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2968 | PA      | $0.08         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7894731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1945 | PA      | $1836.32      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                               | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51300000 | PA      | $52911140.63  | 2.14%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8122041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2079 | PA      | $1986.21      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1612140.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2534 | PA      | $2567.82      | 0.00%             | 2026-08-10      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         821 | PA      | $814.40       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17095 | PA      | $16260.27     | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3527 | PA      | $2825.57      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5936923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9927 | PA      | $0.00         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8923741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1628 | PA      | $1500.73      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1128947.45   | 0.05%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8902684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13243 | PA      | $12403.19     | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8940083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       56661 | PA      | $52110.24     | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| POSCO                                                                                 | POSCO                                                                                             | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     7950000 | PA      | $8010346.54   | 0.32%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1278 | PA      | $1257.46      | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2516 | PA      | $2313.13      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7914226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         343 | PA      | $335.45       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6682519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         771 | PA      | $3.54         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7654781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4569 | PA      | $3842.16      | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7977115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1089 | PA      | $775.47       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2638060.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1422 | PA      | $1399.62      | 0.00%             | 2027-02-16      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14749 | PA      | $13741.07     | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6531074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24833 | PA      | $42.46        | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5240546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1371 | PA      | $0.01         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSAIL                                                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class AS                                         | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     1534000 | PA      | $1525576.35   | 0.06%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8193726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14703 | PA      | $4184.30      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4726 | PA      | $4614.24      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apidos CLO XXXIV                                                                      | Apidos CLO XXXIV, Series 2020-34A, Class A1R                                                      | CUSIP: 03768WAL9<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |     5210000 | PA      | $5222009.82   | 0.21%             | 2035-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7573724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         587 | PA      | $541.27       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3021 | PA      | $2795.26      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8506 | PA      | $7923.21      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8605793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10991 | PA      | $10559.93     | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1709045.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1348 | PA      | $1324.88      | 0.00%             | 2026-09-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6729931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5140 | PA      | $38.39        | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991733288.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1871 | PA      | $1788.07      | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1324 | PA      | $1287.50      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2406392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6646 | PA      | $6536.31      | 0.00%             | 2027-06-11      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1600466.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5448 | PA      | $5433.24      | 0.00%             | 2026-08-06      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2645571.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2080 | PA      | $2045.47      | 0.00%             | 2027-02-17      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2632724.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2291 | PA      | $2238.90      | 0.00%             | 2027-02-15      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2643800.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         281 | PA      | $276.01       | 0.00%             | 2027-02-16      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8599162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9590 | PA      | $9233.07      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6484336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22221 | PA      | $47.49        | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31401XC62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         937 | PA      | $962.08       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11371 | PA      | $11011.25     | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8082926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3234 | PA      | $3072.25      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8439931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2030 | PA      | $1187.75      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2642257.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5097 | PA      | $5006.37      | 0.00%             | 2027-02-16      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         731 | PA      | $695.65       | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991689281.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7742677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7440 | PA      | $3141.15      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8450281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2649 | PA      | $2594.74      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1553 | PA      | $1392.11      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2637807.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6679 | PA      | $6530.08      | 0.00%             | 2027-02-16      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9516 | PA      | $9294.66      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8993397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27362 | PA      | $25559.56     | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2004971.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4531 | PA      | $4439.12      | 0.00%             | 2026-11-09      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8087114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18400 | PA      | $17843.47     | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8792096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1991 | PA      | $1895.16      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7885173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         848 | PA      | $580.52       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8159478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1971 | PA      | $1918.67      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411458.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         898 | PA      | $874.22       | 0.00%             | 2027-01-11      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8155026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4002 | PA      | $3896.42      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7621404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3475 | PA      | $330.18       | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32631 | PA      | $31007.19     | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410061.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8599 | PA      | $8400.00      | 0.00%             | 2027-01-11      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         923 | PA      | $857.69       | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1680301.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2195 | PA      | $2231.83      | 0.00%             | 2026-12-16      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8624998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1367 | PA      | $1280.32      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8108099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25165 | PA      | $22945.43     | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12497 | PA      | $12307.39     | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991746306.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.09         | 0.00%             | 2030-02-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7921307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1059 | PA      | $988.69       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1323 | PA      | $1265.27      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8877309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3051 | PA      | $2892.11      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8448998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2803 | PA      | $2106.82      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7999659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11275 | PA      | $11134.72     | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                                           | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |     5000000 | PA      | $4796898.95   | 0.19%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8050450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5639 | PA      | $5496.99      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078831.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         697 | PA      | $683.10       | 0.00%             | 2026-11-19      | Fixed         | 11.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7978140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         900 | PA      | $886.05       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8441526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1501 | PA      | $1425.74      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7286507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3133 | PA      | $2244.03      | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8324769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         888 | PA      | $867.28       | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9031 | PA      | $8412.97      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 10 Year Notes                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -1032 | NC      | $-1728059.19  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6237 | PA      | $5883.61      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4236 | PA      | $4048.80      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1595 | PA      | $1529.54      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8421275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2887 | PA      | $2842.90      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4489506.47   | 0.18%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6496 | PA      | $3773.40      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8461445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23456 | PA      | $22078.59     | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4893066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3265 | PA      | $0.00         | 0.00%             | 2033-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8544946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3505 | PA      | $3337.09      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5903864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2296 | PA      | $0.00         | 0.00%             | 2034-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7971410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8803 | PA      | $8661.36      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412354.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         617 | PA      | $44.44        | 0.00%             | 2027-01-11      | Fixed         | 27.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200668.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5924 | PA      | $5796.36      | 0.00%             | 2026-12-08      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13129 | PA      | $12601.60     | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7237806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         768 | PA      | $51.39        | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6037378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         732 | PA      | $0.00         | 0.00%             | 2034-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200624.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         923 | PA      | $904.07       | 0.00%             | 2026-12-08      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7925165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1147 | PA      | $1134.68      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12155604.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3055 | PA      | $3071.23      | 0.00%             | 2027-03-08      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2631964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3291 | PA      | $3215.56      | 0.00%             | 2027-02-15      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36201GU45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4406 | PA      | $4494.34      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5334919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1216 | PA      | $0.02         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7624359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4439 | PA      | $3707.63      | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11798808.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8259 | PA      | $8383.07      | 0.00%             | 2027-01-22      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1517 | PA      | $1476.96      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991688747.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $20.53        | 0.00%             | 2025-09-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5378585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         392 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1522 | PA      | $1393.92      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7085620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8877 | PA      | $221.89       | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DT Midstream, Inc.                                                                    | DT Midstream, Inc.                                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6085683.52   | 0.25%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6185770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2564 | PA      | $1.16         | 0.00%             | 2034-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4894101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12955 | PA      | $1.37         | 0.00%             | 2033-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8887579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5598 | PA      | $5328.14      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9011818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23950 | PA      | $22271.45     | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6378866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         200 | PA      | $20.94        | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Organon & Co.                                                                         | Organon & Co., First Lien, 2024 Refinancing Dollar CME Term Loan                                  | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      297370 | PA      | $285475.46    | 0.01%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2076082.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7928 | PA      | $7795.20      | 0.00%             | 2026-11-19      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8034808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4742 | PA      | $3526.74      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33831 | PA      | $31020.04     | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8316235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19996 | PA      | $18996.46     | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6570679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15812 | PA      | $45.47        | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8016541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4399 | PA      | $74.11        | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8423317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3298 | PA      | $3208.14      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414718.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1649 | PA      | $1610.70      | 0.00%             | 2027-01-12      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873528.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4105 | PA      | $4035.99      | 0.00%             | 2027-03-28      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.            | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.                        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3343150.17   | 0.14%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8449069.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5420 | PA      | $5018.20      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20828 | PA      | $20521.38     | 0.00%             | 2026-12-07      | Fixed         | 16.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5959931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1644 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9009362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11350 | PA      | $10601.55     | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412505.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2327 | PA      | $2279.30      | 0.00%             | 2027-01-11      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                         | Surgery Center Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                         | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |       58068 | PA      | $57976.98     | 0.00%             | 2030-12-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                         | Sammons Financial Group, Inc.                                                                     | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3868103.62   | 0.16%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2640044.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2433 | PA      | $2369.81      | 0.00%             | 2027-02-16      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2262 | PA      | $2159.56      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7765925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5932 | PA      | $5845.38      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7326332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          98 | PA      | $90.43        | 0.00%             | 2025-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21957 | PA      | $20988.82     | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3506 | PA      | $1840.61      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11694211.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21758 | PA      | $22184.23     | 0.00%             | 2027-02-04      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31403MMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11585 | PA      | $11721.92     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8856723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       51368 | PA      | $48963.29     | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6122683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9407 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7755332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         623 | PA      | $583.73       | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8791567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3150 | PA      | $3011.91      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8410246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7201 | PA      | $6839.15      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clarios Global LP                                                                     | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      769941 | PA      | $756147.37    | 0.03%             | 2032-01-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5737632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5796 | PA      | $0.19         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7571507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2659 | PA      | $228.96       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 173301532.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6291 | PA      | $6285.33      | 0.00%             | 2026-01-06      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1654735.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10555 | PA      | $10679.17     | 0.00%             | 2026-11-10      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Calpine Construction Finance Co. LP                                                   | Calpine Construction Finance Co. LP, First Lien, Refinancing CME Term Loan                        | CUSIP: 13134NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      300000 | PA      | $299499.00    | 0.01%             | 2030-07-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2004813.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3398 | PA      | $3326.12      | 0.00%             | 2027-09-09      | Fixed         | 23.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8840448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5939 | PA      | $5679.87      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8861563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15391 | PA      | $14715.58     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12461150.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9980 | PA      | $1130.63      | 0.00%             | 2027-03-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7862288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6408 | PA      | $6314.35      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7249 | PA      | $6854.13      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16987 | PA      | $16153.87     | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2199867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8809 | PA      | $5378.11      | 0.00%             | 2027-05-23      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                            | Warnermedia Holdings, Inc.                                                                        | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1962233.45   | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18219 | PA      | $17365.33     | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8445052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2436 | PA      | $2389.67      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8477090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4365 | PA      | $4241.79      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7492035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         370 | PA      | $247.34       | 0.00%             | 2025-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                     | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2338383.27   | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7874816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1231 | PA      | $1086.72      | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28330 | PA      | $27757.21     | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5159643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $0.03         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8354876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11441 | PA      | $8794.07      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1930 | PA      | $1845.44      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                                     | HSBC Holdings plc                                                                                 | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8300000 | PA      | $7506595.86   | 0.30%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8723864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9940 | PA      | $2532.43      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         677 | PA      | $649.61       | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8263605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         688 | PA      | $668.90       | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11693245.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9055 | PA      | $9477.09      | 0.00%             | 2026-12-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5223636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2509 | PA      | $0.06         | 0.00%             | 2033-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7508856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3854 | PA      | $81.01        | 0.00%             | 2025-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10162 | PA      | $9438.41      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7847708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1271 | PA      | $1130.36      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8767832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6458 | PA      | $6088.67      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6990771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $29.48        | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5852027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         947 | PA      | $0.00         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1711888.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3742 | PA      | $3693.67      | 0.00%             | 2027-07-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991648817.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| African Export-Import Bank (The)                                                      | African Export-Import Bank (The)                                                                  | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |    13600000 | PA      | $12682850.00  | 0.51%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3696673.60   | 0.15%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      111300 | PA      | $103964.91    | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2643245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9960 | PA      | $9739.56      | 0.00%             | 2027-02-16      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12050159.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15584 | PA      | $15852.38     | 0.00%             | 2027-03-07      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412142.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6787 | PA      | $6605.38      | 0.00%             | 2027-01-26      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3033 | PA      | $2992.04      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6237 | PA      | $5807.17      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2418100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8501 | PA      | $8333.71      | 0.00%             | 2027-01-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1655343.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6392 | PA      | $258.02       | 0.00%             | 2026-10-31      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7142919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         515 | PA      | $365.02       | 0.00%             | 2035-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200929.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1155 | PA      | $1129.47      | 0.00%             | 2026-12-08      | Fixed         | 23.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8180951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2385 | PA      | $2276.73      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19696 | PA      | $9158.06      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991657182.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006397.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3924 | PA      | $3838.93      | 0.00%             | 2026-11-09      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2639752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24972 | PA      | $24511.52     | 0.00%             | 2027-02-16      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6451818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32683 | PA      | $43.07        | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5945082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2500 | PA      | $0.08         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5703401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1653 | PA      | $0.00         | 0.00%             | 2034-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         667 | PA      | $627.48       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7958846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1457 | PA      | $1355.79      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2077345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         687 | PA      | $675.36       | 0.00%             | 2026-11-19      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7623781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1952 | PA      | $41.05        | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7834147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          62 | PA      | $54.81        | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9349 | PA      | $8898.85      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7091540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10017 | PA      | $256.53       | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2201480.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3104 | PA      | $3060.10      | 0.00%             | 2026-12-08      | Fixed         | 19.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8209177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5201 | PA      | $3394.20      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8781395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2355 | PA      | $2248.01      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7426750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1835 | PA      | $28.68        | 0.00%             | 2025-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2385 | PA      | $2334.50      | 0.00%             | 2026-12-08      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1674101.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7339 | PA      | $7284.79      | 0.00%             | 2026-12-16      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991705543.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8736291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4930 | PA      | $4733.41      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6272382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         798 | PA      | $14.05        | 0.00%             | 2034-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7705651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19245 | PA      | $14651.19     | 0.00%             | 2025-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1709237.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2246 | PA      | $2208.58      | 0.00%             | 2026-09-14      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                         | Upgrade, Inc., 25595802.UG.FTS.B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5792 | PA      | $6142.68      | 0.00%             | 2026-01-22      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       57763 | PA      | $54117.27     | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8191003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25925 | PA      | $25486.70     | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5983705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4402 | PA      | $0.03         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2340 | PA      | $2211.47      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6689856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4087 | PA      | $29.17        | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991544466.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13033 | PA      | $11956.89     | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2636195.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7752 | PA      | $7606.70      | 0.00%             | 2027-02-15      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11579289.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2493 | PA      | $2509.19      | 0.00%             | 2025-12-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6761 | PA      | $6335.89      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5030831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5213 | PA      | $0.15         | 0.00%             | 2033-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4661890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2289 | PA      | $0.02         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8500955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1413 | PA      | $1370.86      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8338613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         731 | PA      | $710.74       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3913 | PA      | $2089.25      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6907 | PA      | $6587.41      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1694572.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9089 | PA      | $9009.42      | 0.00%             | 2027-01-13      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9523 | PA      | $9263.65      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16622583.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1940 | PA      | $1961.99      | 0.00%             | 2025-09-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200013.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5480 | PA      | $5347.64      | 0.00%             | 2026-12-07      | Fixed         | 10.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8624623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9683 | PA      | $9353.40      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31385XQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12434 | PA      | $12778.91     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874163.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2744 | PA      | $2695.70      | 0.00%             | 2026-10-18      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6464078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         818 | PA      | $55.58        | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8037317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3275 | PA      | $3148.68      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNC Holdings, Inc.                                                                    | GNC Holdings, Inc., Second Lien, CME Term Loan                                                    | CUSIP: 36260UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3025172 | PA      | $2057116.96   | 0.08%             | 2026-10-07      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8204771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11171 | PA      | $10895.37     | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2639355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2271 | PA      | $1410.87      | 0.00%             | 2027-07-16      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8502589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29028 | PA      | $28241.77     | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1619 | PA      | $1544.47      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2636740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         496 | PA      | $485.70       | 0.00%             | 2027-02-15      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8659412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9583 | PA      | $9280.50      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7878622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1010 | PA      | $999.07       | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7170 | PA      | $6810.13      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5114206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         572 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8193577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1936 | PA      | $1866.52      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8808871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2103 | PA      | $2038.63      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31412S5S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101939 | PA      | $106647.10    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12050224.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18574 | PA      | $18831.34     | 0.00%             | 2027-03-01      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2645397.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1377 | PA      | $1354.03      | 0.00%             | 2027-03-13      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19779 | PA      | $18515.53     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10102 | PA      | $9539.94      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                               | BPCE SA                                                                                           | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     7900000 | PA      | $7605146.88   | 0.31%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                                                          | American Trailer World Corp., First Lien, CME Term Loan, B                                        | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      752173 | PA      | $594216.58    | 0.02%             | 2028-03-03      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7781183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9926 | PA      | $2985.48      | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14214 | PA      | $11468.35     | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5189604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4636 | PA      | $0.11         | 0.00%             | 2033-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2407206.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2577 | PA      | $2517.31      | 0.00%             | 2027-01-11      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1070 | PA      | $1033.02      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8922330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7959 | PA      | $7323.35      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1711610.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9358 | PA      | $9187.99      | 0.00%             | 2026-09-14      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8217860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15381 | PA      | $14836.78     | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2007707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5624 | PA      | $5500.42      | 0.00%             | 2026-11-09      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7939755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1889 | PA      | $1841.76      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5296246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1628 | PA      | $0.00         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3204 | PA      | $3165.93      | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8162148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1245 | PA      | $1229.94      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8294297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4871 | PA      | $4191.79      | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4863238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2993 | PA      | $0.18         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4701939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1446 | PA      | $0.00         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36207JCX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          10 | PA      | $9.88         | 0.00%             | 2026-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4989442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         717 | PA      | $0.00         | 0.00%             | 2033-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2204805.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5764 | PA      | $1271.90      | 0.00%             | 2027-05-08      | Fixed         | 19.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8542400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2002 | PA      | $1943.29      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         917 | PA      | $663.05       | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5862630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5065 | PA      | $0.27         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8016630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         530 | PA      | $467.27       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6764489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21402 | PA      | $243.48       | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7600486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         645 | PA      | $11.57        | 0.00%             | 2025-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17504832.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4936 | PA      | $4975.25      | 0.00%             | 2027-09-27      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12005996.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3407 | PA      | $3450.09      | 0.00%             | 2027-03-03      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2416734.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         564 | PA      | $556.08       | 0.00%             | 2027-01-12      | Fixed         | 8.22%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7963603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1153 | PA      | $1140.27      | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1211 | PA      | $1148.68      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2803 | PA      | $2690.78      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7102932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1825 | PA      | $59.39        | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8715788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40965 | PA      | $39166.14     | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4632596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         848 | PA      | $0.01         | 0.00%             | 2033-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7899791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         371 | PA      | $369.80       | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8010484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         814 | PA      | $759.34       | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4604615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13726 | PA      | $0.08         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2872 | PA      | $2734.36      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5515187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4692 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6871369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         499 | PA      | $14.83        | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5067403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2045 | PA      | $0.05         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8521459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27183 | PA      | $24805.14     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         492 | PA      | $482.09       | 0.00%             | 2026-12-08      | Fixed         | 20.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10036 | PA      | $9656.63      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1424 | PA      | $1399.07      | 0.00%             | 2026-10-18      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                                 | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1594438.32   | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2793 | PA      | $2678.99      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8821939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4026 | PA      | $3761.09      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8202425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4151 | PA      | $3581.85      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991693368.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8174 | PA      | $7653.01      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8694096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1141 | PA      | $1097.65      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8301895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         396 | PA      | $389.41       | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7628789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5324 | PA      | $594.64       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15360 | PA      | $14524.35     | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zebra Technologies Corp.                                                              | Zebra Technologies Corp.                                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3419146.22   | 0.14%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8447734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12713 | PA      | $12115.56     | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991767247.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         117 | PA      | $8.07         | 0.00%             | 2030-01-16      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7250948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         271 | PA      | $181.00       | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202215.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15167 | PA      | $14828.39     | 0.00%             | 2026-12-08      | Fixed         | 9.76%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7801520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1655 | PA      | $1620.78      | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8121649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7413 | PA      | $7238.32      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12033253.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7391 | PA      | $7764.05      | 0.00%             | 2027-04-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6503201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1828 | PA      | $5.78         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         783 | PA      | $751.65       | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1710242.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1853 | PA      | $1810.81      | 0.00%             | 2028-09-14      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12408935.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2040 | PA      | $2056.08      | 0.00%             | 2027-04-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2007936.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2002 | PA      | $1964.56      | 0.00%             | 2026-11-09      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8340531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33317 | PA      | $24516.91     | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8849214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13693 | PA      | $12920.84     | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1721439.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1311 | PA      | $1298.32      | 0.00%             | 2027-02-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5810852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3602 | PA      | $0.13         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7685699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         968 | PA      | $170.23       | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8720885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9610 | PA      | $9163.04      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8688608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5468 | PA      | $5247.45      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2778557.28   | 0.11%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8038511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1155 | PA      | $1146.48      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8391872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3758 | PA      | $3635.83      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Opal Bidco SAS                                                                        | Opal Bidco SAS                                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     3175000 | PA      | $3178340.67   | 0.13%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8900660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5184 | PA      | $4855.81      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31404NF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12770 | PA      | $13109.37     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7649638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $26.00        | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7022730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3666 | PA      | $81.86        | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8124450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2683 | PA      | $2629.82      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7970501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3710 | PA      | $2358.20      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6541353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1077 | PA      | $278.73       | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8491585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1560 | PA      | $1526.65      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8194976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34864 | PA      | $27765.92     | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc., Series C                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7328073.25   | 0.30%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8665344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6007 | PA      | $5765.92      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8555099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         572 | PA      | $558.58       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1522 | PA      | $1394.36      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4881625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1074 | PA      | $0.02         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5813253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7311 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8706579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14877 | PA      | $14146.60     | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2642235.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         768 | PA      | $754.61       | 0.00%             | 2027-02-16      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199876.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         993 | PA      | $70.80        | 0.00%             | 2027-05-07      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6884403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         131 | PA      | $59.98        | 0.00%             | 2035-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5757607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9346 | PA      | $0.00         | 0.00%             | 2034-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8754505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         419 | PA      | $391.72       | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410751.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2677 | PA      | $2622.59      | 0.00%             | 2027-01-11      | Fixed         | 34.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8322385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2558 | PA      | $2434.63      | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2406986.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2229 | PA      | $2197.80      | 0.00%             | 2027-01-11      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7764884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2422 | PA      | $2309.93      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7992099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          93 | PA      | $93.08        | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4961597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6826 | PA      | $0.00         | 0.00%             | 2033-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5035669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3399 | PA      | $0.00         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17112272.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8761 | PA      | $8889.50      | 0.00%             | 2026-09-25      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1860167.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         647 | PA      | $639.11       | 0.00%             | 2026-10-18      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8403445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3655 | PA      | $3544.15      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31371HYB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1353 | PA      | $1395.35      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8204187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3638 | PA      | $3589.92      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8027455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2200 | PA      | $2152.60      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8117071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2479 | PA      | $2280.01      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8077544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         173 | PA      | $171.27       | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6774551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17810 | PA      | $158.73       | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8180242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3134 | PA      | $2981.18      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1290 | PA      | $1171.07      | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6662849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4461 | PA      | $42.05        | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5393796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $0.05         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6465421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1180 | PA      | $3.15         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6173109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         732 | PA      | $0.00         | 0.00%             | 2034-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         757 | PA      | $713.95       | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1611384.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3375 | PA      | $3355.76      | 0.00%             | 2026-08-09      | Fixed         | 13.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8766667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6370 | PA      | $6121.14      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6880856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1568 | PA      | $21.92        | 0.00%             | 2035-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5959978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1182 | PA      | $0.16         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7470030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         650 | PA      | $614.56       | 0.00%             | 2025-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6221 | PA      | $5910.78      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1695688.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1168 | PA      | $414.22       | 0.00%             | 2035-02-07      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009167.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4620 | PA      | $4527.46      | 0.00%             | 2026-11-09      | Fixed         | 26.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8093500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         642 | PA      | $610.16       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8202730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         982 | PA      | $963.66       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7425587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7187 | PA      | $4729.24      | 0.00%             | 2025-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8430236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34852 | PA      | $33235.57     | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1709668.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         631 | PA      | $620.32       | 0.00%             | 2026-09-14      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8334093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16320 | PA      | $12613.80     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                       | LaserShip, Inc., First Lien, CME Term Loan, D                                                     | CUSIP: 51809EAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      243681 | PA      | $36628.91     | 0.00%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1694605.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         920 | PA      | $915.45       | 0.00%             | 2027-01-13      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8659403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         620 | PA      | $597.32       | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6662189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         858 | PA      | $4.05         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1873109.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3807 | PA      | $3739.37      | 0.00%             | 2026-10-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2406988.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2551 | PA      | $2500.79      | 0.00%             | 2027-01-11      | Fixed         | 27.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8286857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4095 | PA      | $4063.37      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410350.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5456 | PA      | $2569.68      | 0.00%             | 2027-06-11      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8649457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3681 | PA      | $3377.36      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8972182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36839 | PA      | $34456.25     | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1675265.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9034 | PA      | $8966.90      | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11595106.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5841 | PA      | $5946.08      | 0.00%             | 2027-01-26      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2638887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1022 | PA      | $1003.42      | 0.00%             | 2027-02-16      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7710309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1009 | PA      | $920.78       | 0.00%             | 2025-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8098241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2205 | PA      | $2156.11      | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2419104.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3475 | PA      | $1636.61      | 0.00%             | 2027-01-12      | Fixed         | 11.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3206 | PA      | $2983.14      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2005066.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5833 | PA      | $5702.66      | 0.00%             | 2026-11-09      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8758753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42781 | PA      | $41071.04     | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         998 | PA      | $923.99       | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2637603.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2891 | PA      | $2824.70      | 0.00%             | 2027-02-15      | Fixed         | 14.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5093863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9864 | PA      | $0.36         | 0.00%             | 2033-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413229.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8929 | PA      | $8684.81      | 0.00%             | 2027-06-11      | Fixed         | 11.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8027405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         985 | PA      | $948.91       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2206862.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2416 | PA      | $2368.21      | 0.00%             | 2026-12-08      | Fixed         | 29.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8380700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         544 | PA      | $534.60       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1067 | PA      | $947.26       | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2127 | PA      | $1996.72      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1709217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14876 | PA      | $9861.67      | 0.00%             | 2027-02-14      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2408774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1735 | PA      | $1710.02      | 0.00%             | 2027-01-11      | Fixed         | 14.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4515 | PA      | $4140.10      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2996 | PA      | $2824.93      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5623363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10990 | PA      | $0.00         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2505 | PA      | $2298.97      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8302044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3846 | PA      | $3697.69      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7519968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10143 | PA      | $1841.60      | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197891.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1974 | PA      | $1929.96      | 0.00%             | 2027-05-07      | Fixed         | 23.80%                | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                                   | Societe Generale SA                                                                               | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     7500000 | PA      | $6506133.00   | 0.26%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5940 | PA      | $5713.49      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8143927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6878 | PA      | $6712.67      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6756294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3030 | PA      | $1074.18      | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7028537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       66996 | PA      | $1003.24      | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toll Brothers Finance Corp.                                                           | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4696839.48   | 0.19%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       59649 | PA      | $56547.53     | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1739157.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18142 | PA      | $17913.53     | 0.00%             | 2027-03-18      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5616216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5841 | PA      | $1.23         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7850420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4325 | PA      | $3303.21      | 0.00%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7597 | PA      | $7258.04      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3949 | PA      | $3602.59      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8495866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7749 | PA      | $7560.50      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         929 | PA      | $884.26       | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14767 | PA      | $14015.11     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8162648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1134 | PA      | $1120.02      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991579043.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1407 | PA      | $1434.41      | 0.00%             | 2026-05-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7800792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         980 | PA      | $887.28       | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2838 | PA      | $2578.54      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2204149.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2222 | PA      | $2173.77      | 0.00%             | 2026-12-08      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| Sealed Air Corp.                                                                      | Sealed Air Corp.                                                                                  | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4033016.00   | 0.16%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16692788.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1557 | PA      | $1561.96      | 0.00%             | 2025-09-10      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4079 | PA      | $3929.58      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6830364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2319 | PA      | $986.82       | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Central Garden & Pet Co.                                                              | Central Garden & Pet Co.                                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1802432.80   | 0.07%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8300914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7906 | PA      | $7719.57      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2644170.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11480 | PA      | $11174.73     | 0.00%             | 2027-02-16      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407FKN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6585 | PA      | $6787.27      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5163000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6619 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5647775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1305 | PA      | $0.09         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8505982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4999 | PA      | $4713.58      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7986712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3648 | PA      | $814.95       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                 | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      580976 | PA      | $576984.65    | 0.02%             | 2032-04-01      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6577981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10021 | PA      | $66.65        | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4898852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2213 | PA      | $0.00         | 0.00%             | 2033-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4881632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5202 | PA      | $0.03         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group LLC                                                                 | Jane Street Group LLC, First Lien, Extended CME Term Loan                                         | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      403069 | PA      | $398089.41    | 0.02%             | 2031-12-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2633986.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12062 | PA      | $7555.48      | 0.00%             | 2027-02-15      | Fixed         | 15.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1660333.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1728 | PA      | $1754.61      | 0.00%             | 2026-11-10      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6836269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         758 | PA      | $6.89         | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10873 | PA      | $10283.67     | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7906625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3982 | PA      | $3958.06      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12464 | PA      | $12259.22     | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1821 | PA      | $1729.84      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5289917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         702 | PA      | $0.00         | 0.00%             | 2033-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8865647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4026 | PA      | $3863.39      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28241 | PA      | $26043.79     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8260322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17284 | PA      | $17079.58     | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8951516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5943 | PA      | $5558.55      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8824912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12203 | PA      | $10226.01     | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6265153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11421 | PA      | $17.64        | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                               | Pfizer Investment Enterprises Pte. Ltd.                                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     3500000 | PA      | $3457395.76   | 0.14%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7282811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         794 | PA      | $23.29        | 0.00%             | 2025-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8957334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14353 | PA      | $13423.81     | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8101054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5561 | PA      | $5453.15      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7328914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10484 | PA      | $274.45       | 0.00%             | 2025-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8957587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12298 | PA      | $11402.95     | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3952 | PA      | $3884.75      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6826532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3960 | PA      | $19.55        | 0.00%             | 2035-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7741160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1055 | PA      | $708.65       | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991757963.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                          | BX Commercial Mortgage Trust, Series 2022-LP2, Class A                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5660292 | PA      | $5655408.80   | 0.23%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1689365.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8854 | PA      | $8794.67      | 0.00%             | 2027-01-19      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5476 | PA      | $5294.41      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5837252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1427 | PA      | $0.00         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2076263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1399 | PA      | $1385.11      | 0.00%             | 2026-11-19      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8442481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         439 | PA      | $399.75       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6467 | PA      | $6227.85      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2020 | PA      | $1982.08      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1028 | PA      | $939.53       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2006870.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3760 | PA      | $271.17       | 0.00%             | 2026-11-09      | Fixed         | 27.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8599286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       70505 | PA      | $67352.63     | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873001.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2707 | PA      | $2650.02      | 0.00%             | 2026-10-18      | Fixed         | 11.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7816821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3477 | PA      | $802.75       | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8926850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10673 | PA      | $9990.40      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8085601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10308 | PA      | $8485.71      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1784 | PA      | $1708.37      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8915719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10872 | PA      | $9941.88      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7994628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3653 | PA      | $2989.62      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7481366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          90 | PA      | $75.64        | 0.00%             | 2025-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1353 | PA      | $1264.43      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1537 | PA      | $1430.82      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4514 | PA      | $4382.92      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8749192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35007 | PA      | $33536.15     | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8435926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6588 | PA      | $6427.65      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7423387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1914 | PA      | $44.93        | 0.00%             | 2025-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1474 | PA      | $1435.33      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34538 | PA      | $32028.07     | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8026785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6653 | PA      | $6592.67      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6920447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24973 | PA      | $475.80       | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1709591.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $0.00         | 0.00%             | 2026-01-16      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3718 | PA      | $2645.38      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7277031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18000 | PA      | $11975.38     | 0.00%             | 2025-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8038900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3042 | PA      | $2988.89      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4984 | PA      | $4846.81      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4874535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         977 | PA      | $0.08         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 170812112.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2249 | PA      | $2234.24      | 0.00%             | 2025-09-29      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7782462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          29 | PA      | $27.13        | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $1171.75      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198050.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2702 | PA      | $1395.21      | 0.00%             | 2026-12-07      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1652300.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6105 | PA      | $6186.52      | 0.00%             | 2026-11-08      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5611517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2001 | PA      | $0.00         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1163 | PA      | $1063.52      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8558113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10055 | PA      | $9591.94      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10406165.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5223 | PA      | $5336.72      | 0.00%             | 2026-09-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4889 | PA      | $4736.17      | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6644191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32363 | PA      | $139.23       | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8086242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         300 | PA      | $281.29       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7370851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         664 | PA      | $77.59        | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10637 | PA      | $10040.94     | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7040179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10880 | PA      | $238.98       | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8754417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2193 | PA      | $2114.22      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7936 | PA      | $7692.05      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         905 | PA      | $892.38       | 0.00%             | 2027-01-11      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7858606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11300 | PA      | $202.52       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2408660.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2716 | PA      | $2642.65      | 0.00%             | 2027-01-11      | Fixed         | 7.61%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2641584.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26363 | PA      | $17068.16     | 0.00%             | 2027-02-16      | Fixed         | 21.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2418092.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         903 | PA      | $888.74       | 0.00%             | 2027-06-12      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2010117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1840 | PA      | $1803.04      | 0.00%             | 2026-11-23      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                                  | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                            | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1394602 | PA      | $1261766.43   | 0.05%             | 2026-02-09      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7835773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1971 | PA      | $1873.48      | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 173821408.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3518 | PA      | $3572.44      | 0.00%             | 2026-01-19      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5230601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5805 | PA      | $0.10         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Anesthesia Partners, Inc.                                                          | US Anesthesia Partners, Inc., First Lien, Initial CME Term Loan                                   | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |      979859 | PA      | $971098.89    | 0.04%             | 2028-10-02      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12337990.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3715 | PA      | $3772.60      | 0.00%             | 2027-02-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5672653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2431 | PA      | $0.58         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2374 | PA      | $2156.20      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2436 | PA      | $427.39       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6370285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1998 | PA      | $6.54         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AZZ, Inc.                                                                             | AZZ, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |      603336 | PA      | $603863.49    | 0.02%             | 2029-05-14      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991668328.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $2.82         | 0.00%             | 2030-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8226448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14767 | PA      | $14410.52     | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8781068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11102 | PA      | $9393.44      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8284699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2766 | PA      | $1868.66      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8139332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         889 | PA      | $718.07       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3594 | PA      | $3506.23      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2225 | PA      | $1938.59      | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2020-B22, Class XA                                               | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26578114 | PA      | $1805552.31   | 0.07%             | 2054-01-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4663916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24742 | PA      | $0.54         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5337318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1470 | PA      | $0.00         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6282 | PA      | $6114.20      | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1969 | PA      | $1796.11      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7935066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         418 | PA      | $244.40       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5910869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2092 | PA      | $0.43         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1650901.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5869 | PA      | $5916.59      | 0.00%             | 2026-10-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7928118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4335 | PA      | $4270.78      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7647200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3112 | PA      | $2872.99      | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8497694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8536 | PA      | $7075.00      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1708451.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2184 | PA      | $2164.15      | 0.00%             | 2027-02-15      | Fixed         | 10.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8066446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8468 | PA      | $7715.46      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7851585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1574 | PA      | $1053.30      | 0.00%             | 2025-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8391986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8690 | PA      | $7127.54      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8250977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4978 | PA      | $4269.49      | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2583 | PA      | $2479.76      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7508686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2765 | PA      | $608.63       | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2834 | PA      | $2627.93      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6147775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1022 | PA      | $0.10         | 0.00%             | 2034-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2198942.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11034 | PA      | $7111.48      | 0.00%             | 2027-05-18      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2400 | PA      | $2305.30      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8817311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12228 | PA      | $11577.88     | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8283879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17443 | PA      | $17125.10     | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2051923.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         203 | PA      | $200.37       | 0.00%             | 2026-11-19      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11694985.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5904 | PA      | $6005.77      | 0.00%             | 2027-01-21      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2278 | PA      | $2184.79      | 0.00%             | 2026-07-10      | None          | 0.00%                 | 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        |   125940079 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7335932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8474 | PA      | $403.88       | 0.00%             | 2025-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8255929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4419 | PA      | $3499.27      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6770530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1058 | PA      | $8.09         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8987256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11115 | PA      | $10387.53     | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8083171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         326 | PA      | $304.24       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5889597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1085 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8009871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3501 | PA      | $3426.55      | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8672479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1208 | PA      | $1043.00      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7769040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1772 | PA      | $1497.27      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5287039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8749 | PA      | $0.00         | 0.00%             | 2033-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7359006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2767 | PA      | $127.99       | 0.00%             | 2025-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2631819.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12456 | PA      | $12220.99     | 0.00%             | 2027-02-16      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                                 | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       16788 | NS      | $750385.98    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5539948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1314 | PA      | $0.00         | 0.00%             | 2033-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8234 | PA      | $8122.60      | 0.00%             | 2026-11-09      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8731548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24366 | PA      | $23321.03     | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1019903.83   | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413044.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3387 | PA      | $3305.61      | 0.00%             | 2027-01-11      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                                | Prologis Targeted US Logistics Fund LP                                                            | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2467922.59   | 0.10%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3412 | PA      | $3228.44      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2963 | PA      | $2239.77      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7801170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1076 | PA      | $1065.07      | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7578877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $60.07        | 0.00%             | 2025-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4657373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3122 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8202573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         550 | PA      | $525.99       | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8855029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15070 | PA      | $14180.74     | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7900211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1260 | PA      | $27.48        | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc., Series A                                                                   | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3019157.54   | 0.12%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7327791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8988 | PA      | $145.92       | 0.00%             | 2025-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991687274.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $97.17        | 0.00%             | 2025-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7505386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1309 | PA      | $1286.04      | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5956888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2980 | PA      | $0.05         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4889574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2517 | PA      | $0.05         | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197007.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2049 | PA      | $146.98       | 0.00%             | 2028-12-07      | Fixed         | 26.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2004995.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2513 | PA      | $2464.05      | 0.00%             | 2026-11-09      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8613694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1170 | PA      | $1144.27      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43700000 | PA      | $44005558.70  | 1.78%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8665772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         393 | PA      | $374.93       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6783369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1854 | PA      | $22.69        | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8282041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5129 | PA      | $5084.87      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2419336.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11527 | PA      | $1483.07      | 0.00%             | 2027-06-12      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2196775.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         459 | PA      | $449.21       | 0.00%             | 2026-12-07      | Fixed         | 22.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5885192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2394 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8969981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5570 | PA      | $5164.18      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8158709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6455 | PA      | $6306.89      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8254363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3554 | PA      | $3471.50      | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5176935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         489 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5753 | PA      | $5386.20      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8207402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8058 | PA      | $7979.06      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       49452 | PA      | $38152.99     | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8715175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1478 | PA      | $1400.21      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC                 | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      850000 | PA      | $844972.08    | 0.03%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8931060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20947 | PA      | $19599.55     | 0.00%             | 2026-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gogo Intermediate Holdings LLC                                                        | Gogo Intermediate Holdings LLC, First Lien, Initial CME Term Loan                                 | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      500000 | PA      | $475155.00    | 0.02%             | 2028-05-01      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2077586.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2099 | PA      | $2056.05      | 0.00%             | 2026-11-19      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7323102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         871 | PA      | $511.64       | 0.00%             | 2025-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008285.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3203 | PA      | $232.12       | 0.00%             | 2026-11-09      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                               | LendingClub Corp. - LCX, 162966512.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2313 | PA      | $101.28       | 0.00%             | 2035-04-12      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8658601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5633 | PA      | $5421.70      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8463084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5437 | PA      | $5328.22      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12270745.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18540 | PA      | $19362.60     | 0.00%             | 2027-03-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                            | Coronado Finance Pty. Ltd.                                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |     2400000 | PA      | $1640676.00   | 0.07%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6315 | PA      | $5980.66      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4655 | PA      | $4502.31      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5666806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13430 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12105970.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9878 | PA      | $10028.88     | 0.00%             | 2027-03-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2408203.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         279 | PA      | $20.36        | 0.00%             | 2035-01-11      | Fixed         | 8.04%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2409743.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5552 | PA      | $2606.23      | 0.00%             | 2027-01-12      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8780489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1244 | PA      | $1190.03      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7562114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $45.98        | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9985 | PA      | $9073.02      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8098527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4067 | PA      | $3207.13      | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8137228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2543 | PA      | $2339.05      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8167762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1149 | PA      | $1053.18      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2637042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3547 | PA      | $3464.17      | 0.00%             | 2027-02-15      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8838845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21297 | PA      | $20232.21     | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7464949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14665 | PA      | $11965.74     | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24143 | PA      | $10762.58     | 0.00%             | 2027-05-08      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991683132.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.20         | 0.00%             | 2030-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8010295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13906 | PA      | $144.78       | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991721939.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         659 | PA      | $687.26       | 0.00%             | 2027-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3742 | PA      | $3591.38      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8389081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2911 | PA      | $2847.05      | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1096 | PA      | $338.72       | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8000592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3068 | PA      | $2971.88      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2415035.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3295 | PA      | $3230.56      | 0.00%             | 2027-01-12      | Fixed         | 12.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8889479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21656 | PA      | $19920.59     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Froneri International Ltd.                                                            | Froneri International Ltd., First Lien, CME Term Loan, B4                                         | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      729927 | PA      | $725700.73    | 0.03%             | 2031-09-30      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8382493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10128 | PA      | $524.12       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8286678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         247 | PA      | $237.39       | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7755383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         362 | PA      | $352.63       | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8837259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9848 | PA      | $9390.64      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5696963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8836 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7511303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5973 | PA      | $4227.02      | 0.00%             | 2025-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008918.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3045 | PA      | $3003.93      | 0.00%             | 2026-11-09      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8051888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1741 | PA      | $1236.82      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200539.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2596 | PA      | $2540.44      | 0.00%             | 2026-12-08      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8382408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3537 | PA      | $3107.83      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12379303.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3000 | PA      | $3010.30      | 0.00%             | 2027-03-16      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8990972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20647 | PA      | $19207.80     | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1493 | PA      | $1018.08      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2418697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2574 | PA      | $2521.14      | 0.00%             | 2027-06-12      | Fixed         | 22.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7102724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4584 | PA      | $124.12       | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4376 | PA      | $4091.75      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4880840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1132 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1646066.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6123 | PA      | $6137.70      | 0.00%             | 2026-10-28      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16335596.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14351 | PA      | $14598.70     | 0.00%             | 2027-09-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36202TP26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13077 | PA      | $13418.34     | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5814576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2223 | PA      | $0.00         | 0.00%             | 2034-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8764217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15295 | PA      | $14555.12     | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8972157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1043 | PA      | $950.91       | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8324830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1157 | PA      | $1137.25      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7685628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         452 | PA      | $417.12       | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8258449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         893 | PA      | $825.30       | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5728577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3241 | PA      | $0.00         | 0.00%             | 2034-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clover Holdings 2 LLC                                                                 | Clover Holdings 2 LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      148456 | PA      | $148456.06    | 0.01%             | 2031-12-09      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991925769.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12981 | PA      | $12570.26     | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2196680.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2789 | PA      | $2729.06      | 0.00%             | 2026-12-07      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200NTS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2753 | PA      | $2741.17      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3077954.09   | 0.12%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8227883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17072 | PA      | $14555.40     | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8474537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17700 | PA      | $16706.55     | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10520 | PA      | $9649.20      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                             | Manitowoc Co., Inc. (The)                                                                         | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1649375.00   | 0.07%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8497926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12527 | PA      | $11958.56     | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6111911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1257 | PA      | $0.95         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7290056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5162 | PA      | $151.65       | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1708907.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10710 | PA      | $1373.28      | 0.00%             | 2027-11-20      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8962819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1907 | PA      | $1743.17      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8008289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5259 | PA      | $5179.91      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5045662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2040 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7324925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1334 | PA      | $51.95        | 0.00%             | 2025-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8382098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8767 | PA      | $7531.18      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8085571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $48.09        | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8991833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7423 | PA      | $6853.06      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2643411.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3843 | PA      | $3792.04      | 0.00%             | 2027-12-16      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8389844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3246 | PA      | $3044.05      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1676534.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5971 | PA      | $5969.86      | 0.00%             | 2026-12-21      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2230 | PA      | $2080.36      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8854003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3806 | PA      | $3620.28      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5934730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2564 | PA      | $0.07         | 0.00%             | 2034-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991823324.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.48         | 0.00%             | 2030-02-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                      | Jaguar Land Rover Automotive plc                                                                  | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     4625000 | PA      | $4437716.64   | 0.18%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                          | GS Mortgage Securities Trust, Series 2013-GC13, Class AS                                          | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     2451219 | PA      | $2415522.80   | 0.10%             | 2046-07-10      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8773308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8030 | PA      | $7507.11      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1285 | PA      | $1209.93      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36208NZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          11 | PA      | $11.27        | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8997924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5672 | PA      | $5173.78      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8442072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         468 | PA      | $350.02       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8526175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         642 | PA      | $565.33       | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2207019.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         649 | PA      | $634.66       | 0.00%             | 2026-12-08      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4947272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1224 | PA      | $0.00         | 0.00%             | 2033-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                             | First Student Bidco, Inc., First Lien, Initial CME Term Loan, C                                   | CUSIP: 33718FAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       63879 | PA      | $63694.53     | 0.00%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12050179.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4621 | PA      | $4686.97      | 0.00%             | 2026-03-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7629810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6927 | PA      | $5540.75      | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12176796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11889 | PA      | $12074.63     | 0.00%             | 2027-03-21      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14891119.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19054 | PA      | $19733.65     | 0.00%             | 2026-07-24      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5072967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         542 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8905835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16072 | PA      | $15046.09     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                                   | Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2254000 | PA      | $2263861.25   | 0.09%             | 2045-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8695888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44122 | PA      | $42338.59     | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31408HB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192509 | PA      | $198099.89    | 0.01%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7622578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2727 | PA      | $2197.84      | 0.00%             | 2025-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8130754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9435 | PA      | $9296.71      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7941 | PA      | $7349.34      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5804332.26   | 0.24%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8591651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4692 | PA      | $4486.10      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1982018.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1854 | PA      | $1806.34      | 0.00%             | 2026-11-09      | Fixed         | 9.85%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16637461.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11115 | PA      | $11360.81     | 0.00%             | 2027-09-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8783977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6592 | PA      | $5830.46      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7602494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2210 | PA      | $36.69        | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7402047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5039 | PA      | $72.25        | 0.00%             | 2025-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2484 | PA      | $1802.79      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1677 | PA      | $1604.48      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3497 | PA      | $3383.39      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7895825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6413 | PA      | $6054.27      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6934833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4744 | PA      | $161.19       | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7654130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         538 | PA      | $180.38       | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                            | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3722518.80   | 0.15%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7086 | PA      | $6902.48      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8858627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       54280 | PA      | $51642.67     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7089901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7927 | PA      | $282.90       | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8237680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24800 | PA      | $15826.97     | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6672424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4756 | PA      | $1421.32      | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8144185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3711 | PA      | $3657.47      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8637961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2533 | PA      | $2453.11      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5813184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1676 | PA      | $0.04         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5516154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12489 | PA      | $0.06         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2631141.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6778 | PA      | $6650.34      | 0.00%             | 2027-02-15      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7535779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3761 | PA      | $228.90       | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7812943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1045 | PA      | $283.43       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5300323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1387 | PA      | $0.11         | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8663904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5832 | PA      | $5609.37      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8767308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20907 | PA      | $20032.48     | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8828097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6280 | PA      | $6053.73      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8873635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3171 | PA      | $3027.81      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36207RJB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         111 | PA      | $111.40       | 0.00%             | 2027-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                               | Bayer US Finance II LLC                                                                           | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11479372.75  | 0.47%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8462366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10989 | PA      | $10659.42     | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8325680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9843 | PA      | $9446.55      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1603750.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3394 | PA      | $777.54       | 0.00%             | 2027-05-20      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1920 | PA      | $1712.81      | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7965591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3927 | PA      | $3394.05      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7791568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2384 | PA      | $1019.01      | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8209672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9682 | PA      | $9080.28      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7284693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1404 | PA      | $28.34        | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12139578.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2754 | PA      | $2785.62      | 0.00%             | 2026-02-24      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991713176.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1067 | PA      | $1032.52      | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         681 | PA      | $657.16       | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20529 | PA      | $19413.17     | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991747860.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2030-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8248806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16787 | PA      | $8358.21      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8558433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1923 | PA      | $1751.76      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8104579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2671 | PA      | $747.10       | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991543638.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          78 | PA      | $0.00         | 0.00%             | 2025-12-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8708079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14627 | PA      | $13991.68     | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31374FXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          12 | PA      | $12.29        | 0.00%             | 2025-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8604097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1847 | PA      | $1724.63      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11494 | PA      | $10757.29     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4852 | PA      | $4499.64      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4656958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3103 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7549987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         854 | PA      | $303.17       | 0.00%             | 2025-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8485153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1980 | PA      | $1882.99      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8921640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3422 | PA      | $3133.79      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5630151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         506 | PA      | $0.01         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7970690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3188 | PA      | $3153.93      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1178 | PA      | $1139.47      | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2417548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6132 | PA      | $5971.07      | 0.00%             | 2027-01-12      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7417924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5269 | PA      | $115.50       | 0.00%             | 2025-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6608563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1599 | PA      | $107.51       | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873176.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7792 | PA      | $572.75       | 0.00%             | 2026-10-18      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8118368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16334 | PA      | $15990.42     | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6781272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37439 | PA      | $626.98       | 0.00%             | 2034-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009372.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6144 | PA      | $6060.50      | 0.00%             | 2026-11-09      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8763721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5242 | PA      | $4777.48      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21179 | PA      | $20179.53     | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Darling Ingredients, Inc.                                                             | Darling Ingredients, Inc.                                                                         | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3992698.40   | 0.16%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8424605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9798 | PA      | $8717.17      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2202653.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5375 | PA      | $5299.40      | 0.00%             | 2026-12-08      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7183657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         535 | PA      | $318.20       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10500 | PA      | $9737.05      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 20 Year                                                                                     | CUSIP: 31417YZQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5649 | PA      | $5763.89      | 0.00%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8084846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3124 | PA      | $2768.86      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2416362.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2426 | PA      | $2377.39      | 0.00%             | 2027-01-12      | Fixed         | 23.42%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1648288.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5690 | PA      | $0.00         | 0.00%             | 2026-10-26      | Fixed         | 14.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         256 | PA      | $230.35       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200524.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2969 | PA      | $2910.12      | 0.00%             | 2026-12-08      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7872111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         660 | PA      | $632.94       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8479657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7887 | PA      | $7630.59      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7955230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2760 | PA      | $2666.77      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7869657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1715 | PA      | $1615.07      | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7163217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         714 | PA      | $390.59       | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8769719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4735 | PA      | $3308.12      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8405253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5357 | PA      | $5203.55      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991568266.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3128 | PA      | $2992.67      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Eagle Holdings, Inc.                                                            | First Eagle Holdings, Inc., First Lien, CME Term Loan, B2                                         | CUSIP: 05554JAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      742500 | PA      | $741519.90    | 0.03%             | 2029-03-05      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1683 | PA      | $1323.82      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417114.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         928 | PA      | $910.10       | 0.00%             | 2027-01-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7723131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         479 | PA      | $474.84       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991695760.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8861860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         987 | PA      | $943.98       | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cia Securitizadora de Creditos Financeiros Vert-Fintech                               | Cia Securitizadora de Creditos Financeiros Vert-Fintech, Series 12                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |    11513000 | PA      | $0.00         | 0.00%             | 2024-02-14      | Floating      | 14.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991662782.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8837838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2353 | PA      | $2246.96      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7874634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1151 | PA      | $1037.71      | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10604 | PA      | $8131.97      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29159 | PA      | $28000.35     | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8341924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       51087 | PA      | $48937.11     | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8222040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16820 | PA      | $16290.64     | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8159 | PA      | $7699.88      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                                          | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5355689.34   | 0.22%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7003 | PA      | $5959.63      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1087 | PA      | $1044.98      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8883550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       96773 | PA      | $92023.58     | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991579317.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          87 | PA      | $70.36        | 0.00%             | 2026-08-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15927 | PA      | $15542.51     | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Grand Canyon University                                                               | Grand Canyon University                                                                           | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7077687.30   | 0.29%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9190 | PA      | $8379.08      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5085858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         884 | PA      | $0.00         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1873866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         518 | PA      | $346.91       | 0.00%             | 2027-03-18      | Fixed         | 28.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6122851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5276 | PA      | $0.13         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8421042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7410 | PA      | $7154.69      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7697755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         590 | PA      | $350.55       | 0.00%             | 2025-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7370708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         262 | PA      | $241.65       | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205258.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1386 | PA      | $1354.84      | 0.00%             | 2026-12-08      | Fixed         | 10.97%                | No            |                  3 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                       | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2540000 | PA      | $2501531.19   | 0.10%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8772398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17980 | PA      | $17109.63     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991910619.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $0.10         | 0.00%             | 2030-02-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1627559.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6470 | PA      | $6514.54      | 0.00%             | 2026-09-28      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8758401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2776 | PA      | $2641.95      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     2400000 | PA      | $2410855.87   | 0.10%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2007433.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3262 | PA      | $3191.79      | 0.00%             | 2026-11-24      | Fixed         | 21.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8144464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1203 | PA      | $1148.55      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3663 | PA      | $3394.50      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2633314.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         427 | PA      | $419.66       | 0.00%             | 2027-02-15      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5689248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1934 | PA      | $0.00         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                             | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |      308809 | PA      | $316797.78    | 0.01%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3075 | PA      | $2836.45      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2131 | PA      | $1994.54      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7846633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5174 | PA      | $108.15       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199814.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2877 | PA      | $2813.29      | 0.00%             | 2026-12-07      | Fixed         | 25.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1681405.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5954 | PA      | $941.09       | 0.00%             | 2025-10-12      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6737291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1511 | PA      | $16.09        | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8951604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10428 | PA      | $9650.07      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Radiology Partners, Inc.                                                              | Radiology Partners, Inc., First Lien, CME Term Loan, B                                            | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      958129 | PA      | $929265.26    | 0.04%             | 2029-01-31      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8100096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1873 | PA      | $1853.03      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8664791 | PA      | $7575101.23   | 0.31%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12433361.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9094 | PA      | $9522.88      | 0.00%             | 2027-03-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7360937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3439 | PA      | $2510.49      | 0.00%             | 2025-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2408600.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1896 | PA      | $443.97       | 0.00%             | 2027-01-11      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1706788.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         839 | PA      | $235.33       | 0.00%             | 2026-09-14      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36213WJ56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       41675 | PA      | $42166.30     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31403MQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10818 | PA      | $11048.57     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2633254.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11185 | PA      | $10971.84     | 0.00%             | 2027-02-28      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8688241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1180 | PA      | $772.94       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2008400.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1673 | PA      | $1642.30      | 0.00%             | 2026-11-09      | Fixed         | 31.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7971102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5130 | PA      | $4917.27      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8261467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12138 | PA      | $5643.56      | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15106325.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3771 | PA      | $3827.75      | 0.00%             | 2027-08-28      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4598182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1281 | PA      | $0.02         | 0.00%             | 2033-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7813617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9140 | PA      | $2033.19      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4114 | PA      | $4018.96      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8226398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1116 | PA      | $905.06       | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30144 | PA      | $28960.25     | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15554562.48  | 0.63%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8534826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1779 | PA      | $1670.65      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6943720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         232 | PA      | $145.99       | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8484441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         685 | PA      | $676.89       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16630984.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6078 | PA      | $6187.46      | 0.00%             | 2026-09-12      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2196810.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2251 | PA      | $2190.14      | 0.00%             | 2026-12-07      | Fixed         | 7.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4975322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1106 | PA      | $0.03         | 0.00%             | 2033-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7949405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3226 | PA      | $3183.32      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         796 | PA      | $735.79       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RB Global Holdings, Inc.                                                              | RB Global Holdings, Inc.                                                                          | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2834281.80   | 0.11%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6855849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3444 | PA      | $663.32       | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2634252.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3263 | PA      | $3200.52      | 0.00%             | 2027-02-15      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2628 | PA      | $2559.89      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7874170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1094 | PA      | $993.28       | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AT&T, Inc.                                                                            | AT&T, Inc.                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4127760.75   | 0.17%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873155.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         279 | PA      | $275.35       | 0.00%             | 2026-10-18      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7682516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         567 | PA      | $529.74       | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2194879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8996 | PA      | $8857.28      | 0.00%             | 2027-05-22      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8064768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $229.00       | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991772904.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.10        | 0.00%             | 2025-06-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                                     | HSBC Holdings plc                                                                                 | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5850000 | PA      | $5923613.83   | 0.24%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8205369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1746 | PA      | $21.77        | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2418717.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1921 | PA      | $138.26       | 0.00%             | 2027-01-12      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7893635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1558 | PA      | $1459.23      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8271380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9091 | PA      | $8628.57      | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2635638.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3572 | PA      | $3484.65      | 0.00%             | 2027-02-15      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2196637.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7138 | PA      | $6981.68      | 0.00%             | 2026-12-28      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31371MCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34044 | PA      | $35089.11     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8144915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2734 | PA      | $2639.20      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991738035.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $0.00         | 0.00%             | 2030-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8683357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12393 | PA      | $11981.21     | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7518078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5990 | PA      | $4572.92      | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7387529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         631 | PA      | $125.98       | 0.00%             | 2025-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2419466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3190 | PA      | $486.99       | 0.00%             | 2027-01-12      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12418 | PA      | $12055.05     | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Standard Building Solutions, Inc.                                                     | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1621349.86   | 0.07%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2104 | PA      | $1598.94      | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5937124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         181 | PA      | $0.01         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8530545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2534 | PA      | $2454.81      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6309341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1719 | PA      | $1.05         | 0.00%             | 2034-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2408703.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2874 | PA      | $1529.93      | 0.00%             | 2027-01-11      | Fixed         | 23.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5792518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16456 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7787838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         410 | PA      | $347.81       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9695 | PA      | $9277.45      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5124518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11686 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47481 | PA      | $45513.64     | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       64039 | PA      | $61380.50     | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5825354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4905 | PA      | $0.12         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7694501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         763 | PA      | $704.42       | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8177398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14647 | PA      | $12650.78     | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8003178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1029 | PA      | $983.56       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities, Series 2015-C03, Class 1M2                                    | CUSIP: 30711XBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     3710509 | PA      | $3734334.96   | 0.15%             | 2025-07-25      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4877067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1174 | PA      | $0.00         | 0.00%             | 2033-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8803302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8590 | PA      | $7630.59      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5837315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4547 | PA      | $0.09         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp.                                                           | Great Canadian Gaming Corp.                                                                       | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $793900.96    | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1690116.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7364 | PA      | $7693.69      | 0.00%             | 2026-12-31      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6674961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5853 | PA      | $23.40        | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         589 | PA      | $569.21       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2199260.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9901 | PA      | $9670.42      | 0.00%             | 2026-12-07      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       58230 | PA      | $55431.49     | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2157 | PA      | $2091.54      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WorkCapital BSD SARL                                                                  | WorkCapital BSD SARL, Term Loan                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    20000000 | PA      | $0.00         | 0.00%             | 2038-01-01      | Variable      | 6.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4610443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10147 | PA      | $0.48         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7NM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10114 | PA      | $10297.87     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8501165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31209 | PA      | $30104.09     | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7963313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1183 | PA      | $1143.03      | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 174087634.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3522 | PA      | $3615.12      | 0.00%             | 2026-01-22      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6746977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15911 | PA      | $76.70        | 0.00%             | 2034-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7775480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $48.50        | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8530766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13038 | PA      | $11708.51     | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4940 | PA      | $4677.10      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                         | Voya CLO Ltd., Series 2013-2A, Class A2AR                                                         | CUSIP: 92916WAC3<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     2200000 | PA      | $2208335.56   | 0.09%             | 2031-04-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8230226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1878 | PA      | $1828.75      | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7812497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $45.04        | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1520 | PA      | $1460.79      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8226864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         559 | PA      | $551.59       | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4266 | PA      | $4095.50      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    52071197 | PA      | $49916002.76  | 2.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1249 | PA      | $1136.21      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6969402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         576 | PA      | $318.99       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Peer Holding III BV                                                                   | Peer Holding III BV, First Lien, CME Term Loan, B5B                                               | CUSIP: N6872NAN6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      319439 | PA      | $318540.89    | 0.01%             | 2031-07-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7389966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1331 | PA      | $64.50        | 0.00%             | 2025-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18858 | PA      | $17558.53     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8705987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7360 | PA      | $7026.67      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5751520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2991 | PA      | $0.00         | 0.00%             | 2034-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7076 | PA      | $6788.38      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17102136.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31123 | PA      | $3385.50      | 0.00%             | 2027-09-27      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7811957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4258 | PA      | $2484.37      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8422169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11706 | PA      | $3371.16      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1638105.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2420 | PA      | $2418.05      | 0.00%             | 2026-09-28      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5940 | PA      | $3751.44      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8015166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1622 | PA      | $1118.44      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ontario Gaming GTA LP                                                                 | Ontario Gaming GTA LP, First Lien, CME Term Loan, B                                               | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      200340 | PA      | $194380.21    | 0.01%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4916400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         955 | PA      | $0.08         | 0.00%             | 2033-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8137603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6194 | PA      | $5319.80      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3298 | PA      | $3104.61      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36615 | PA      | $34304.01     | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8613248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6626 | PA      | $6400.69      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009364.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2260 | PA      | $2214.59      | 0.00%             | 2026-11-15      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8094706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2268 | PA      | $2191.07      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7345521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         294 | PA      | $272.32       | 0.00%             | 2025-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7386559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          41 | PA      | $35.16        | 0.00%             | 2025-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11740523.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9719 | PA      | $9863.70      | 0.00%             | 2026-12-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4626298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10268 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8732483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30029 | PA      | $28834.26     | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7359726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         423 | PA      | $232.46       | 0.00%             | 2025-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5600496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         371 | PA      | $0.14         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991718934.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $57.71        | 0.00%             | 2025-10-06      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8810319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11549 | PA      | $11117.05     | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Scientific Games Holdings LP                                                          | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan                   | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      748202 | PA      | $742590.91    | 0.03%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2195774.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18120 | PA      | $17642.82     | 0.00%             | 2027-05-07      | Fixed         | 11.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15304 | PA      | $13518.93     | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31405RRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29540 | PA      | $30512.71     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4862938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         691 | PA      | $0.09         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991688671.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           8 | PA      | $8.21         | 0.00%             | 2030-04-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1176 | PA      | $88.35        | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines Pass-Through Trust                                                    | United Airlines Pass-Through Trust, Series 2020-1, Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      398850 | PA      | $397503.88    | 0.02%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008185.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1855 | PA      | $1816.82      | 0.00%             | 2026-11-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8054387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1575 | PA      | $1553.86      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7123668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2218 | PA      | $986.09       | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7262602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         693 | PA      | $434.82       | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         876 | PA      | $854.22       | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2637999.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4917 | PA      | $4803.85      | 0.00%             | 2027-02-16      | Fixed         | 12.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5302 | PA      | $5072.21      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6557 | PA      | $5981.02      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8205847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5470 | PA      | $5280.12      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8496689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4457 | PA      | $3237.10      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2201142.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         512 | PA      | $501.70       | 0.00%             | 2026-12-12      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8670516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29586 | PA      | $27980.69     | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5752156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         968 | PA      | $0.00         | 0.00%             | 2034-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7784 | PA      | $7615.93      | 0.00%             | 2026-11-09      | Fixed         | 14.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8071458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         992 | PA      | $924.21       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7997671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1874 | PA      | $1670.42      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11230 | PA      | $10518.21     | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $6534419.87   | 0.26%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2583 | PA      | $2557.45      | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6748 | PA      | $6255.78      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8988221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14937 | PA      | $13960.63     | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7951118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1917 | PA      | $1871.85      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                             | Connect Finco SARL / Connect US Finco LLC                                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4215233.25   | 0.17%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4411 | PA      | $4168.03      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8602845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2627 | PA      | $2521.72      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991758368.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         155 | PA      | $160.96       | 0.00%             | 2026-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4935511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         450 | PA      | $0.00         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4059 | PA      | $3886.09      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12028 | PA      | $11053.96     | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1409 | PA      | $1346.24      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991545568.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         734 | PA      | $775.45       | 0.00%             | 2026-03-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4908064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16814 | PA      | $0.79         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8982872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4320 | PA      | $3978.10      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7603343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         614 | PA      | $530.52       | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8796963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2902 | PA      | $2709.24      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5586899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2468 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1635 | PA      | $1499.85      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412874.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3511 | PA      | $735.96       | 0.00%             | 2027-06-11      | Fixed         | 8.03%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8802694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9859 | PA      | $9408.89      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4831110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         962 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7872677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24197 | PA      | $21605.08     | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8163527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2294 | PA      | $2255.95      | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1873856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2460 | PA      | $2416.95      | 0.00%             | 2026-10-18      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1489 | PA      | $1355.00      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7999412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         689 | PA      | $680.51       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8997472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14630 | PA      | $13405.32     | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10861885.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6463 | PA      | $1487.29      | 0.00%             | 2025-12-17      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2406 | PA      | $2097.23      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7978 | PA      | $7625.74      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1661875.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6281 | PA      | $6398.00      | 0.00%             | 2026-11-15      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6891067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5566 | PA      | $66.51        | 0.00%             | 2035-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7483714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         442 | PA      | $187.22       | 0.00%             | 2025-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8612915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18387 | PA      | $17174.98     | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200543.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2354 | PA      | $342.84       | 0.00%             | 2026-12-08      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2633022.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6350 | PA      | $6180.44      | 0.00%             | 2027-02-15      | Fixed         | 9.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11439 | PA      | $10862.96     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8802177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31361 | PA      | $29954.99     | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5889875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          97 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2806 | PA      | $2675.16      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35939 | PA      | $34631.60     | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201763.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3264 | PA      | $3222.65      | 0.00%             | 2026-12-08      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16909 | PA      | $16389.81     | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Var Energi ASA                                                                        | Var Energi ASA                                                                                    | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     9000000 | PA      | $9811153.17   | 0.40%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8256206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6240 | PA      | $4910.02      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5735573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5816 | PA      | $0.52         | 0.00%             | 2034-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7009269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22063 | PA      | $436.45       | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8144631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7442 | PA      | $6359.33      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12210758.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         438 | PA      | $439.09       | 0.00%             | 2025-07-25      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                          | BX Commercial Mortgage Trust, Series 2021-VOLT, Class A                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2480000 | PA      | $2457977.60   | 0.10%             | 2036-09-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8539430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5425 | PA      | $5269.33      | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2630011.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2329 | PA      | $2275.97      | 0.00%             | 2027-02-15      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5252966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2234 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         422 | PA      | $414.38       | 0.00%             | 2026-10-18      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7694 | PA      | $7057.92      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1711804.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3304 | PA      | $3221.84      | 0.00%             | 2026-09-14      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4874157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3873 | PA      | $0.17         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31783 | PA      | $30368.89     | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8398764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21361 | PA      | $18566.10     | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      441136 | PA      | $342352.42    | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8772121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14110 | PA      | $11955.01     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991793218.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2029-06-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3607 | PA      | $3565.12      | 0.00%             | 2026-10-18      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1656 | PA      | $1510.52      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2639361.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         764 | PA      | $751.99       | 0.00%             | 2027-02-16      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5527 | PA      | $5366.57      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AIA Group Ltd.                                                                        | AIA Group Ltd.                                                                                    | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     3100000 | PA      | $3122272.57   | 0.13%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8376661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1560 | PA      | $598.06       | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5134 | PA      | $4790.79      | 0.00%             | 2026-09-27      | None          | 0.00%                 | 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        |        9493 | PA      | $7587.41      | 0.00%             | 2045-04-17      | Variable      | 16.12%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14154 | PA      | $13475.11     | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8054631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1514 | PA      | $1429.34      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7830429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         494 | PA      | $488.28       | 0.00%             | 2025-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8513998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20487 | PA      | $19699.56     | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17875 | PA      | $17014.38     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7980032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1376 | PA      | $1086.32      | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8873146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16277 | PA      | $15347.98     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8102 | PA      | $7770.30      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7782479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1198 | PA      | $22.70        | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6452723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1879 | PA      | $1.79         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8252744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3944 | PA      | $3877.93      | 0.00%             | 2026-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8367859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3786 | PA      | $3307.79      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8212827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8457 | PA      | $8273.35      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8495138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1610 | PA      | $1545.82      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7300176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1773 | PA      | $1179.43      | 0.00%             | 2025-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       60754 | PA      | $55675.80     | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5809201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         718 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991876619.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2418799.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4675 | PA      | $4516.42      | 0.00%             | 2027-01-12      | Fixed         | 6.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6147718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3339 | PA      | $0.06         | 0.00%             | 2034-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15103060.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8793 | PA      | $9107.16      | 0.00%             | 2027-07-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8331883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3545 | PA      | $3413.76      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Spin Holdco, Inc.                                                                     | Spin Holdco, Inc., First Lien, Initial CME Term Loan                                              | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     1038863 | PA      | $854386.66    | 0.03%             | 2028-03-06      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                                  | BBCMS Mortgage Trust, Series 2025-5C33, Class XA                                                  | CUSIP: 072924AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    53601724 | PA      | $1878343.77   | 0.08%             | 2058-03-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure plc                                              | Atlantica Sustainable Infrastructure plc                                                          | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4754092.15   | 0.19%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8027331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          83 | PA      | $83.16        | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8214941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17446 | PA      | $17189.48     | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412083.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2228 | PA      | $2180.30      | 0.00%             | 2027-01-11      | Fixed         | 23.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991710192.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-31      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4921 | PA      | $4710.86      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5857 | PA      | $5772.09      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8170828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1056 | PA      | $922.31       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1391 | PA      | $1277.65      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7848953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16191 | PA      | $4117.05      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2310 | PA      | $2207.32      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8380834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2461 | PA      | $2355.21      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8457158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9309 | PA      | $8951.87      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8015018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1077 | PA      | $1067.90      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8226908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3102 | PA      | $2029.65      | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2204118.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9995 | PA      | $9786.84      | 0.00%             | 2027-05-08      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3661 | PA      | $3539.27      | 0.00%             | 2026-12-08      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4659 | PA      | $2791.13      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2355 | PA      | $2266.30      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2006940.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         184 | PA      | $158.04       | 0.00%             | 2026-11-09      | Fixed         | 15.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16455 | PA      | $15223.20     | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2415078.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2463 | PA      | $573.16       | 0.00%             | 2027-06-12      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2639587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1934 | PA      | $1897.47      | 0.00%             | 2027-02-16      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, Series 2024-87, Class FB                                                                    | CUSIP: 3136BTE66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11586921 | PA      | $11556237.00  | 0.47%             | 2054-12-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5706022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         194 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Radar Bidco SARL                                                                      | Radar Bidco SARL, First Lien, USD CME Term Loan, B2                                               | CUSIP: L7781HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      292392 | PA      | $288006.30    | 0.01%             | 2031-04-04      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2644628.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1076 | PA      | $1065.57      | 0.00%             | 2027-07-24      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8209089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2750 | PA      | $1655.16      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8767996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7938 | PA      | $7346.56      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4722 | PA      | $4498.63      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8160802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15122 | PA      | $14903.52     | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7303540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1343 | PA      | $145.42       | 0.00%             | 2025-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873278.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2477 | PA      | $2433.24      | 0.00%             | 2026-10-18      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1587 | PA      | $1525.84      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11103 | PA      | $10225.85     | 0.00%             | 2026-10-22      | 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        |      820000 | PA      | $879410.86    | 0.04%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203293.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         789 | PA      | $772.49       | 0.00%             | 2026-12-08      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1709227.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         425 | PA      | $84.15        | 0.00%             | 2026-09-14      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2641269.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7585 | PA      | $541.07       | 0.00%             | 2027-02-16      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7684838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2495 | PA      | $2062.03      | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8386567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21805 | PA      | $21243.66     | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2414026.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         707 | PA      | $696.45       | 0.00%             | 2027-06-12      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7973064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6737 | PA      | $5961.59      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991547308.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8449424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2114 | PA      | $1795.05      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8405158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1567 | PA      | $1528.08      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7348520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $56.55        | 0.00%             | 2025-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5874329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         422 | PA      | $0.00         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1611322.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11559 | PA      | $11519.39     | 0.00%             | 2026-08-19      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8355111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7521 | PA      | $7111.89      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8836466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4189 | PA      | $4018.40      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8878969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1316 | PA      | $1264.25      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991645022.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          42 | PA      | $35.86        | 0.00%             | 2025-09-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8688026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2768 | PA      | $2541.28      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8196578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16958 | PA      | $16518.68     | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7JU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1665 | PA      | $1679.56      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5288567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         487 | PA      | $0.00         | 0.00%             | 2033-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2419361.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         580 | PA      | $560.06       | 0.00%             | 2027-01-12      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8290901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40563 | PA      | $39748.29     | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5921285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2698 | PA      | $0.22         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         597 | PA      | $567.59       | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                       | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2890393.86   | 0.12%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11319 | PA      | $10854.08     | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12356 | PA      | $11475.50     | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Evergreen Acqco 1 LP                                                                  | Evergreen Acqco 1 LP, First Lien, Initial CME Term Loan                                           | CUSIP: 30015FAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      419612 | PA      | $417862.22    | 0.02%             | 2028-04-26      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8269 | PA      | $7937.30      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26015 | PA      | $24443.10     | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8811134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4390 | PA      | $3984.77      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199844.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5959 | PA      | $5811.02      | 0.00%             | 2027-05-07      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5142049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         537 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8139068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1683 | PA      | $1661.29      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5128413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1332 | PA      | $0.00         | 0.00%             | 2033-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15116487.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9891 | PA      | $10424.08     | 0.00%             | 2027-07-28      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5673210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2838 | PA      | $0.04         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6552948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1758 | PA      | $3.90         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         640 | PA      | $626.62       | 0.00%             | 2027-06-15      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5839815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         615 | PA      | $0.00         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5081612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1324 | PA      | $0.08         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8060499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16251 | PA      | $15821.83     | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8226308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2106 | PA      | $2064.68      | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7323332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2206 | PA      | $1434.99      | 0.00%             | 2025-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17497296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7890 | PA      | $8170.72      | 0.00%             | 2027-09-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5569070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29610 | PA      | $0.12         | 0.00%             | 2033-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7035266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         483 | PA      | $300.33       | 0.00%             | 2035-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6159444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         605 | PA      | $0.06         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5541094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5085 | PA      | $0.00         | 0.00%             | 2033-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4808500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7711 | PA      | $0.00         | 0.00%             | 2033-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8031599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2104 | PA      | $2014.66      | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8205642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5695 | PA      | $5232.68      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8318666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12768 | PA      | $8868.64      | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5505930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1048 | PA      | $0.06         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7913888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         577 | PA      | $567.67       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2642945.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         689 | PA      | $673.72       | 0.00%             | 2027-02-16      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411780.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1016 | PA      | $995.36       | 0.00%             | 2027-01-11      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6963512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         400 | PA      | $227.01       | 0.00%             | 2035-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5168750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2545 | PA      | $0.00         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Entain plc                                                                            | Entain plc, First Lien, CME Term Loan, B3                                                         | CUSIP: 36270BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | IM        |      248125 | PA      | $248330.94    | 0.01%             | 2029-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5823283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          18 | PA      | $0.12         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2638305.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4999 | PA      | $4933.10      | 0.00%             | 2027-02-16      | Fixed         | 16.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8592358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2859 | PA      | $2784.60      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2415988.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5111 | PA      | $5002.55      | 0.00%             | 2027-01-12      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7992929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3092 | PA      | $3055.31      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4732 | PA      | $4524.19      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3719 | PA      | $2607.69      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8552305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10185 | PA      | $9577.62      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8688158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2058 | PA      | $1348.78      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991674552.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $0.00         | 0.00%             | 2030-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2204624.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13914 | PA      | $13653.15     | 0.00%             | 2027-05-08      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6000328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2618 | PA      | $0.08         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2635247.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3636 | PA      | $3548.49      | 0.00%             | 2027-02-15      | Fixed         | 10.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5278 | PA      | $4959.69      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KKR CLO 43 Ltd.                                                                       | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                                       | CUSIP: 48255UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3800000 | PA      | $3808952.16   | 0.15%             | 2036-01-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8817802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3391 | PA      | $3222.91      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8837732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2484 | PA      | $2138.80      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3137 | PA      | $3021.13      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2407187.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2001 | PA      | $1947.61      | 0.00%             | 2027-01-11      | Fixed         | 8.85%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6968 | PA      | $6649.56      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1650023.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4386 | PA      | $4370.94      | 0.00%             | 2026-11-04      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2005908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1892 | PA      | $1854.08      | 0.00%             | 2026-11-09      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         821 | PA      | $791.27       | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991624075.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8822169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6491 | PA      | $5581.14      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991725525.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $2.14         | 0.00%             | 2030-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2079956.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2944 | PA      | $2907.32      | 0.00%             | 2026-12-01      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8822671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5153 | PA      | $4905.25      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5618863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1492 | PA      | $0.00         | 0.00%             | 2034-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                              | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                                          | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1733500 | PA      | $1717930.35   | 0.07%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1596 | PA      | $1559.96      | 0.00%             | 2026-12-08      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7935729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1923 | PA      | $30.25        | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4622639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3183 | PA      | $0.11         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7745617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4932 | PA      | $1829.80      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6846797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         623 | PA      | $92.98        | 0.00%             | 2035-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SunSource Borrower LLC                                                                | SunSource Borrower LLC, First Lien, First Refinancing CME Term Loan                               | CUSIP: 12508KAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      560902 | PA      | $542207.38    | 0.02%             | 2031-03-25      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4046 | PA      | $3697.95      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8675534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10976 | PA      | $10499.76     | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17011228.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28428 | PA      | $29007.12     | 0.00%             | 2027-09-15      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| CSX Corp.                                                                             | CSX Corp.                                                                                         | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1317263.44   | 0.05%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16716169.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2040 | PA      | $2047.66      | 0.00%             | 2025-09-14      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45672 | PA      | $41654.84     | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10023 | PA      | $9771.62      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7176646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1231 | PA      | $11.00        | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2076598.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         188 | PA      | $184.68       | 0.00%             | 2026-11-19      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Broadstreet Partners, Inc.                                                            | Broadstreet Partners, Inc., First Lien, 2024 CME Term Loan, B                                     | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      745075 | PA      | $742500.37    | 0.03%             | 2031-06-16      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8933753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         960 | PA      | $875.61       | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7264204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20052 | PA      | $13509.75     | 0.00%             | 2035-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4025 | PA      | $3948.71      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      650000 | PA      | $616462.05    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4050 | PA      | $3994.78      | 0.00%             | 2026-11-09      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7626558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         970 | PA      | $146.10       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8416924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4485 | PA      | $4409.58      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7935985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6106 | PA      | $6048.12      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1745 | PA      | $1622.47      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8432371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4577 | PA      | $4064.67      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8679074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1504 | PA      | $1430.61      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991643598.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $0.00         | 0.00%             | 2030-01-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18958 | PA      | $17452.57     | 0.00%             | 2026-10-02      | 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      | $-52805.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8496182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1244 | PA      | $1081.43      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                         | Centene Corp.                                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2116230.23   | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8526206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4099 | PA      | $4004.48      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2192178.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3679 | PA      | $516.09       | 0.00%             | 2026-12-07      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5276774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3264 | PA      | $0.06         | 0.00%             | 2033-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18961 | PA      | $17341.49     | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2641429.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6115 | PA      | $6039.35      | 0.00%             | 2027-02-16      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410271.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1154 | PA      | $0.00         | 0.00%             | 2027-01-11      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6088 | PA      | $5212.67      | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991824433.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8332944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7198 | PA      | $6954.17      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991732989.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $3.87         | 0.00%             | 2030-05-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8258689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21040 | PA      | $18752.42     | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7573684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         481 | PA      | $133.91       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5188 | PA      | $4937.97      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7530426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         990 | PA      | $896.17       | 0.00%             | 2025-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991759641.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2030-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2193881.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1861 | PA      | $1833.99      | 0.00%             | 2026-12-08      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991695320.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          59 | PA      | $18.07        | 0.00%             | 2026-03-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2423 | PA      | $2365.69      | 0.00%             | 2027-01-12      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1722801.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2806 | PA      | $1711.51      | 0.00%             | 2027-02-28      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3961 | PA      | $3767.63      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1358 | PA      | $1115.24      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7008486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         478 | PA      | $273.97       | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kaseya, Inc.                                                                          | Kaseya, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      750000 | PA      | $745713.75    | 0.03%             | 2032-03-05      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1873268.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         841 | PA      | $827.87       | 0.00%             | 2026-10-18      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8395564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8561 | PA      | $8261.70      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17082038.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16845 | PA      | $17163.49     | 0.00%             | 2027-09-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1972 | PA      | $1877.68      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7754600.40   | 0.31%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8635995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2155 | PA      | $2081.13      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1676819.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13342 | PA      | $13241.81     | 0.00%             | 2026-12-22      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                          | Arcosa, Inc.                                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $407974.27    | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7779968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         604 | PA      | $231.17       | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3759 | PA      | $3679.35      | 0.00%             | 2027-10-08      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4604886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2273 | PA      | $0.00         | 0.00%             | 2033-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7886913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2349 | PA      | $2270.09      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8188013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12703 | PA      | $12560.63     | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8366355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2671 | PA      | $2608.24      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2161 | PA      | $2054.07      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ONEOK, Inc.                                                                           | ONEOK, Inc.                                                                                       | CUSIP: 29336TAA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $11086270.10  | 0.45%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8056195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1657 | PA      | $1634.06      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7314543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3475 | PA      | $1360.57      | 0.00%             | 2025-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8430002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4763 | PA      | $4654.81      | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5108 | PA      | $4817.55      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7587899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         268 | PA      | $207.05       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4692982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         430 | PA      | $0.00         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2521857.68   | 0.10%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8769926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       55325 | PA      | $52666.40     | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11579435.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8593 | PA      | $8915.48      | 0.00%             | 2027-01-31      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         938 | PA      | $884.43       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2206855.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2674 | PA      | $1647.64      | 0.00%             | 2027-05-23      | Fixed         | 19.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7275604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1145 | PA      | $751.76       | 0.00%             | 2025-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7794564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          55 | PA      | $43.17        | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1360 | PA      | $1312.74      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                               | Talen Energy Supply LLC, First Lien, 2024-1 Incremental CME Term Loan, B                          | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      134193 | PA      | $133989.52    | 0.01%             | 2031-12-11      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                                        | Starwood Property Mortgage LLC, First Lien, CME Term Loan, B4                                     | CUSIP: 85570DAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      249375 | PA      | $249376.25    | 0.01%             | 2030-01-02      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5824742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3323 | PA      | $0.11         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7971880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3728 | PA      | $3679.36      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7565580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2150 | PA      | $870.76       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991587677.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         535 | PA      | $562.57       | 0.00%             | 2030-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Arch Capital Group Ltd.                                                               | Arch Capital Group Ltd.                                                                           | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    10000000 | PA      | $7144072.80   | 0.29%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8873580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1262 | PA      | $1204.60      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                                   | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8428976.80   | 0.34%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8619872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31502 | PA      | $30017.30     | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8621629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1843 | PA      | $1803.43      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CIFC Funding 2020-I Ltd.                                                              | CIFC Funding Ltd., Series 2020-1A, Class A1R                                                      | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6090000 | PA      | $6100548.68   | 0.25%             | 2036-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8679903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         391 | PA      | $376.98       | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5238828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19166 | PA      | $0.00         | 0.00%             | 2033-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                        | Hewlett Packard Enterprise Co.                                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4447311.93   | 0.18%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991742865.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         331 | PA      | $265.05       | 0.00%             | 2026-05-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2006658.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2780 | PA      | $2728.05      | 0.00%             | 2026-11-09      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2199793.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3846 | PA      | $3761.40      | 0.00%             | 2026-12-07      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5995853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7553 | PA      | $0.00         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                                                 | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1597571.47   | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7915420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         320 | PA      | $319.82       | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| XHR LP                                                                                | XHR LP                                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      525000 | PA      | $517796.81    | 0.02%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2408318.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2121 | PA      | $2064.35      | 0.00%             | 2027-06-11      | Fixed         | 10.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991613792.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7428814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1540 | PA      | $1384.75      | 0.00%             | 2025-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8853257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5318 | PA      | $4967.83      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8364759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4049 | PA      | $3969.70      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                                    | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1919965.33   | 0.08%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc. / Triton Water Holdings, Inc.                              | Primo Water Holdings, Inc. / Triton Water Holdings, Inc.                                          | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4750746.05   | 0.19%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411491.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         941 | PA      | $922.94       | 0.00%             | 2027-01-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1688996.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11546 | PA      | $1438.94      | 0.00%             | 2027-01-13      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2641930.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5202 | PA      | $5106.66      | 0.00%             | 2027-02-16      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7959509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2914 | PA      | $2347.10      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8704195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1720 | PA      | $1615.09      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8465909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37587 | PA      | $36777.26     | 0.00%             | 2026-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12840 | PA      | $12090.22     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20639 | PA      | $19309.20     | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Express Co.                                                                  | American Express Co.                                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10097238.60  | 0.41%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2199632.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2535 | PA      | $2484.37      | 0.00%             | 2026-12-07      | Fixed         | 32.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2644184.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4872 | PA      | $3142.39      | 0.00%             | 2027-02-16      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8750217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10525 | PA      | $10074.90     | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                             | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4793424.07   | 0.19%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7371597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         469 | PA      | $444.07       | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1361 | PA      | $1283.28      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8906989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8351 | PA      | $7730.83      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7957152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36052 | PA      | $34845.36     | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198358.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1271 | PA      | $93.14        | 0.00%             | 2026-12-07      | Fixed         | 7.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5048 | PA      | $4948.95      | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4018 | PA      | $3797.11      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1673705.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1074 | PA      | $1029.76      | 0.00%             | 2025-06-16      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12214905.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5025 | PA      | $5110.17      | 0.00%             | 2027-03-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7943463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1545 | PA      | $1508.47      | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991771961.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $95.59        | 0.00%             | 2026-03-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8696 | PA      | $7948.21      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7253237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         810 | PA      | $35.45        | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7703086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1487 | PA      | $337.19       | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8533616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2658 | PA      | $2082.17      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200918.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1646 | PA      | $1602.59      | 0.00%             | 2026-12-08      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2198176.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1750 | PA      | $1712.76      | 0.00%             | 2026-12-07      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8865789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18418 | PA      | $17590.81     | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8066274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3509 | PA      | $3459.04      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412942.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2051 | PA      | $2012.02      | 0.00%             | 2027-01-11      | Fixed         | 30.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873496.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9064 | PA      | $660.90       | 0.00%             | 2026-10-18      | Fixed         | 22.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8350374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         317 | PA      | $310.83       | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8393479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       50362 | PA      | $49027.76     | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5675130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         490 | PA      | $0.00         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8611635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2760 | PA      | $2389.42      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8318235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2079 | PA      | $988.57       | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7581869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1493 | PA      | $91.20        | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1445 | PA      | $1389.67      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7831708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2942 | PA      | $43.03        | 0.00%             | 2025-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8081572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4711 | PA      | $4581.62      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4692191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9113 | PA      | $0.33         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1631647.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5374 | PA      | $5368.28      | 0.00%             | 2026-09-28      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5690 | PA      | $5417.56      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5878846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         356 | PA      | $0.00         | 0.00%             | 2034-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                    | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class XA                     | CUSIP: 61778GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39345625 | PA      | $1912342.93   | 0.08%             | 2030-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991770465.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.41         | 0.00%             | 2030-05-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1711904.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7595 | PA      | $7444.10      | 0.00%             | 2026-09-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12679 | PA      | $11874.45     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19842 | PA      | $19282.85     | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       67032 | PA      | $63787.86     | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8060137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3116 | PA      | $3048.64      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18509 | PA      | $17970.00     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7596084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8019 | PA      | $145.87       | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200E3D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12873 | PA      | $13193.58     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8533011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2510 | PA      | $2418.38      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13127 | PA      | $12500.97     | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8422610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15544 | PA      | $15091.16     | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8909029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40631 | PA      | $37355.55     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8908825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7826 | PA      | $7329.79      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5552344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1674 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         727 | PA      | $702.76       | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297UL40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14957 | PA      | $15428.34     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7577744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1846 | PA      | $1822.57      | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7L43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11966 | PA      | $12078.47     | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4707248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         641 | PA      | $0.02         | 0.00%             | 2033-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4979694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7423 | PA      | $0.10         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    83098000 | PA      | $84068558.88  | 3.41%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8957849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8929 | PA      | $8347.22      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8149284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4583 | PA      | $4030.33      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991693195.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4055 | PA      | $3923.15      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8304649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7527 | PA      | $5063.64      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6986717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3734 | PA      | $1931.20      | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7969237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5935 | PA      | $5518.74      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8236119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1678 | PA      | $1647.21      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2080091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1321 | PA      | $1304.50      | 0.00%             | 2027-04-19      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11021919.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7447 | PA      | $7695.46      | 0.00%             | 2026-11-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5304 | PA      | $4969.54      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7432399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         777 | PA      | $411.56       | 0.00%             | 2025-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8591815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7499 | PA      | $7259.91      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                     | Chase Home Lending Mortgage Trust, Series 2025-3, Class A11                                       | CUSIP: 16160MAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2428746 | PA      | $2410796.15   | 0.10%             | 2056-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1162 | PA      | $1146.68      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8717936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13801 | PA      | $13192.74     | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4873313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1287 | PA      | $0.05         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp.             | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15900000 | PA      | $13813489.43  | 0.56%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7416105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2940 | PA      | $1723.90      | 0.00%             | 2025-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8092751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8105 | PA      | $7917.31      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9005028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25651 | PA      | $23963.04     | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5512 | PA      | $5230.08      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7665704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1466 | PA      | $1147.12      | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $3156296.45   | 0.13%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991738330.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.65        | 0.00%             | 2025-06-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3951 | PA      | $3844.89      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8861437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7854 | PA      | $7433.88      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8035724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1517 | PA      | $1245.79      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8253717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1613 | PA      | $1022.10      | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8203270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3529 | PA      | $2517.40      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29500 | PA      | $28131.59     | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2195672.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5445 | PA      | $5367.45      | 0.00%             | 2026-12-08      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8277446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         590 | PA      | $578.41       | 0.00%             | 2026-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4314 | PA      | $4155.31      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc., First Lien, Initial CME Term Loan                                  | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |      636588 | PA      | $624651.51    | 0.03%             | 2031-06-27      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5245023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1235 | PA      | $0.00         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4585 | PA      | $4309.94      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2005949.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4620 | PA      | $4524.03      | 0.00%             | 2027-09-24      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7805442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $43.76        | 0.00%             | 2025-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flynn Restaurant Group LP                                                             | Flynn Restaurant Group LP, First Lien, 2025 CME Term Loan                                         | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      643857 | PA      | $630377.76    | 0.03%             | 2032-01-28      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1709466.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4616 | PA      | $333.79       | 0.00%             | 2026-09-14      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873825.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20572 | PA      | $20196.04     | 0.00%             | 2026-10-18      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1343 | PA      | $1293.72      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Matador Resources Co.                                                                 | Matador Resources Co.                                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5207991.12   | 0.21%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7984675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         578 | PA      | $430.15       | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4033 | PA      | $3995.32      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991649795.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                            | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2243391.83   | 0.09%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                       | 24 Hour Fitness Worldwide, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      107362 | NS      | $4562.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2415901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7405 | PA      | $1003.81      | 0.00%             | 2027-01-12      | Fixed         | 10.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6159521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1245 | PA      | $14.10        | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8648008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4854 | PA      | $4656.02      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1592846.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2631 | PA      | $2644.57      | 0.00%             | 2026-07-23      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5331997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1138 | PA      | $0.04         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8009685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1698 | PA      | $1110.00      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KAHF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8091 | PA      | $8457.15      | 0.00%             | 2036-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12374 | PA      | $11528.56     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17279512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6213 | PA      | $6425.92      | 0.00%             | 2026-09-22      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3005 | PA      | $2850.15      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12294 | PA      | $12048.79     | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8234119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1587 | PA      | $1549.52      | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         474 | PA      | $463.68       | 0.00%             | 2026-12-08      | Fixed         | 24.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6160262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4566 | PA      | $0.78         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8177307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1825 | PA      | $1738.40      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5234006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25481 | PA      | $1.34         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8517466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1673 | PA      | $1577.26      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7196096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8216 | PA      | $117.34       | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6868391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1629 | PA      | $691.01       | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873356.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         657 | PA      | $644.60       | 0.00%             | 2026-10-18      | Fixed         | 19.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9081 | PA      | $8898.08      | 0.00%             | 2026-12-08      | Fixed         | 28.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6870054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         591 | PA      | $259.25       | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8380787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2022 | PA      | $1789.97      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2420474.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6703 | PA      | $6557.04      | 0.00%             | 2027-01-12      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991678457.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         465 | PA      | $480.02       | 0.00%             | 2028-10-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Waystar Technologies, Inc.                                                            | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 63939WAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      188701 | PA      | $188229.13    | 0.01%             | 2029-10-22      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8010158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         164 | PA      | $151.68       | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5284007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1049 | PA      | $0.17         | 0.00%             | 2033-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                             | Carlyle Global Market Strategies CLO Ltd., Series 2013-3A, Class BR                               | CUSIP: 14310GAU4<br>LEI: 6354006XBJTNRUJOLM20 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300229.29    | 0.01%             | 2030-10-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8441018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4583 | PA      | $4435.73      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8158885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1714 | PA      | $422.66       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6454314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6133 | PA      | $9.01         | 0.00%             | 2034-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7617942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2823 | PA      | $226.98       | 0.00%             | 2025-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7807588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         399 | PA      | $370.98       | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7854047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2046 | PA      | $1890.45      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8467489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         443 | PA      | $413.76       | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BNP Paribas SA                                                                        | BNP Paribas SA                                                                                    | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     6500000 | PA      | $6591874.51   | 0.27%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8351090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1951 | PA      | $1768.29      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2204897.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15015 | PA      | $9421.29      | 0.00%             | 2027-05-23      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7945929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         703 | PA      | $695.63       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7919189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         507 | PA      | $497.50       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9065 | PA      | $8451.77      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7338883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4925 | PA      | $3493.73      | 0.00%             | 2025-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                                 | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      264159 | PA      | $263871.01    | 0.01%             | 2031-02-24      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10550 | PA      | $9875.07      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8124889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3674 | PA      | $3552.87      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6731255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1286 | PA      | $17.45        | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8250709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         545 | PA      | $538.00       | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7866671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3551 | PA      | $3169.43      | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202524.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         165 | PA      | $141.49       | 0.00%             | 2035-05-08      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2418788.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1407 | PA      | $1384.02      | 0.00%             | 2027-01-12      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7603790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1385 | PA      | $1383.30      | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6912801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $14.32        | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6812850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1848 | PA      | $23.04        | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2198672.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3723 | PA      | $266.84       | 0.00%             | 2026-12-07      | Fixed         | 30.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7187279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         216 | PA      | $110.33       | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15721 | PA      | $14692.11     | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4239 | PA      | $4094.18      | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1692188.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10274 | PA      | $10197.52     | 0.00%             | 2027-01-19      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8590753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2418 | PA      | $2376.91      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8559524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         701 | PA      | $655.38       | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Canvas Energy, Inc.                                                                   | Canvas Energy, Inc.                                                                               | CUSIP: 15942R141<br>LEI: V5IUQSDP5WPR92NJWH73 | Long             |  | CORP              | US        |           9 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8900001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13111 | PA      | $12281.82     | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8539800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5777 | PA      | $5519.30      | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8803063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6479 | PA      | $5342.52      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6975 | PA      | $5816.51      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991941061.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          46 | PA      | $46.55        | 0.00%             | 2030-05-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1612853.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14067 | PA      | $13948.03     | 0.00%             | 2026-08-30      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407YDC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16034 | PA      | $16526.31     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KAJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16846 | PA      | $17781.50     | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2410324.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8809 | PA      | $4138.20      | 0.00%             | 2027-01-11      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8613177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2618 | PA      | $2559.97      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8780112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6114 | PA      | $5825.99      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5760954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2824 | PA      | $0.12         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15119191.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1840 | PA      | $488.75       | 0.00%             | 2026-07-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2495 | PA      | $2289.35      | 0.00%             | 2026-10-18      | 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        |     3890000 | PA      | $3851026.09   | 0.16%             | 2036-09-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11598 | PA      | $10708.62     | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2418684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1409 | PA      | $1382.05      | 0.00%             | 2027-01-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2073789.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1302 | PA      | $875.57       | 0.00%             | 2026-11-19      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8606 | PA      | $8395.53      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3670 | PA      | $3487.84      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4862341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         522 | PA      | $0.04         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8282720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2370 | PA      | $2317.27      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8965513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19256 | PA      | $17657.40     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7176634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1458 | PA      | $23.26        | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8061 | PA      | $579.68       | 0.00%             | 2027-04-09      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6937130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         381 | PA      | $70.30        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8160480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9055 | PA      | $8849.15      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                          | Arcosa, Inc.                                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4329005.72   | 0.18%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8638798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14179 | PA      | $7230.99      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8701492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8366 | PA      | $7932.96      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1618149.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3602 | PA      | $3593.39      | 0.00%             | 2026-08-19      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8423665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24476 | PA      | $23475.89     | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Antero Resources Corp.                                                                | Antero Resources Corp.                                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     4969000 | PA      | $5081498.16   | 0.21%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11724908.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16099 | PA      | $16330.88     | 0.00%             | 2027-02-04      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8715225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         665 | PA      | $629.55       | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8490622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30605 | PA      | $29150.33     | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8555352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       51792 | PA      | $49514.96     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         455 | PA      | $444.39       | 0.00%             | 2026-12-07      | Fixed         | 14.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8390743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9475 | PA      | $9220.55      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8322680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5284 | PA      | $5168.14      | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4348547.63   | 0.18%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5856353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         351 | PA      | $0.02         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1947969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1352 | PA      | $576.86       | 0.00%             | 2027-04-09      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1244 | PA      | $1226.21      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8331 | PA      | $8108.01      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6895588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10603 | PA      | $94.95        | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2007802.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20720 | PA      | $20285.90     | 0.00%             | 2027-09-09      | Fixed         | 23.93%                | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                                | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4045405.52   | 0.16%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                           | Digicel Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      677343 | PA      | $21433.77     | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7531999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3526 | PA      | $2631.01      | 0.00%             | 2025-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8192588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2687 | PA      | $2592.50      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2419353.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13841 | PA      | $13525.43     | 0.00%             | 2027-01-12      | Fixed         | 12.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6145383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25311 | PA      | $0.56         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA, Series 2024-79, Class IN                                                                    | CUSIP: 38384PEJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23588862 | PA      | $4846706.67   | 0.20%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7014068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1017 | PA      | $563.01       | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7994296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2075 | PA      | $2030.03      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8181148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3454 | PA      | $30.80        | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8253754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3323 | PA      | $3245.94      | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1872155.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         670 | PA      | $656.92       | 0.00%             | 2026-10-18      | Fixed         | 11.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1687 | PA      | $1574.67      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8861879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10798 | PA      | $10250.97     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4587010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1755 | PA      | $0.10         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8552453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13599 | PA      | $13328.83     | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4840 | PA      | $4633.85      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13712 | PA      | $12772.68     | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2641249.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6168 | PA      | $6004.29      | 0.00%             | 2027-02-16      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8403636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6520 | PA      | $5431.92      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2639696.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         540 | PA      | $531.48       | 0.00%             | 2027-02-16      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8287641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4543 | PA      | $4449.61      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5377413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         944 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2410494.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9088 | PA      | $8957.17      | 0.00%             | 2027-01-16      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2645010.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5403 | PA      | $5300.62      | 0.00%             | 2027-02-17      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                                   | Petroleos Mexicanos                                                                               | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     3200000 | PA      | $3207047.36   | 0.13%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2417755.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10642 | PA      | $2420.54      | 0.00%             | 2027-06-12      | Fixed         | 18.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1626860.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2355 | PA      | $2356.72      | 0.00%             | 2026-09-27      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                                      | Gray Media, Inc., First Lien, CME Term Loan, D                                                    | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      773445 | PA      | $716662.78    | 0.03%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417199.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17249 | PA      | $16798.21     | 0.00%             | 2027-01-12      | Fixed         | 7.43%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414544.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         178 | PA      | $175.24       | 0.00%             | 2025-06-12      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7915978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36680 | PA      | $601.76       | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7244368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         660 | PA      | $433.69       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8251982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10716 | PA      | $10641.27     | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1680241.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10360 | PA      | $10286.11     | 0.00%             | 2026-12-16      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8525381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6316 | PA      | $5427.61      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19168 | PA      | $17466.73     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8034645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1182 | PA      | $1171.86      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4210 | PA      | $4065.29      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8829548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         679 | PA      | $628.43       | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7629134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4696 | PA      | $107.02       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8258502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2219 | PA      | $2168.37      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8324693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1257 | PA      | $1244.43      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5817070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30140 | PA      | $0.00         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10194 | PA      | $9642.65      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 20 Year                                                                                     | CUSIP: 31416RKA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34290 | PA      | $34599.15     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2078029.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2519 | PA      | $2473.34      | 0.00%             | 2027-04-19      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6966412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2449 | PA      | $36.13        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8972026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5442 | PA      | $4965.86      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8337008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2752 | PA      | $2634.92      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991844255.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-09-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412785.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         790 | PA      | $768.31       | 0.00%             | 2027-01-11      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7461359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10885 | PA      | $83.77        | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amplify Energy Corp.                                                                  | Amplify Energy Corp.                                                                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |        5288 | NS      | $13748.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2635219.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2626 | PA      | $189.60       | 0.00%             | 2027-02-15      | Fixed         | 26.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8981198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6784 | PA      | $6221.66      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5210519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11522 | PA      | $0.15         | 0.00%             | 2033-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4184 | PA      | $4089.28      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7168044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2062 | PA      | $32.79        | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12460903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17338 | PA      | $17605.10     | 0.00%             | 2027-03-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7898977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3095 | PA      | $2603.51      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17010091.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26095 | PA      | $2604.57      | 0.00%             | 2027-09-21      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc.                                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3331152.00   | 0.13%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7736266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         265 | PA      | $264.20       | 0.00%             | 2025-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8479895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10002 | PA      | $9516.56      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8016839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         428 | PA      | $420.90       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008646.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         593 | PA      | $581.22       | 0.00%             | 2026-11-09      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1930204.98   | 0.08%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9688 | PA      | $8325.56      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1009 | PA      | $959.94       | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      675154 | PA      | $621907.98    | 0.03%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7877 | PA      | $7237.94      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4062 | PA      | $3871.15      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203888.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1261 | PA      | $1233.12      | 0.00%             | 2026-12-08      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1129 | PA      | $1097.31      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1709990.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         543 | PA      | $533.47       | 0.00%             | 2026-09-14      | Fixed         | 12.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17027051.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7994 | PA      | $8177.32      | 0.00%             | 2027-09-16      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13971 | PA      | $13419.73     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23013 | PA      | $21492.72     | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6043 | PA      | $4684.41      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7488673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         805 | PA      | $128.45       | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8387911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3985 | PA      | $3423.78      | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14389 | PA      | $13468.20     | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8672640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23500 | PA      | $22612.65     | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3666 | PA      | $3494.40      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8490283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5889 | PA      | $5703.66      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7586914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9130 | PA      | $179.42       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7892128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $191.75       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                                     | Petco Health & Wellness Co., Inc., First Lien, Initial CME Term Loan                              | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |      650000 | PA      | $569094.50    | 0.02%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8389166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3101 | PA      | $3045.08      | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8862132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13550 | PA      | $12711.20     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12380981.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4656 | PA      | $4729.97      | 0.00%             | 2027-03-20      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6873383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         334 | PA      | $5.87         | 0.00%             | 2035-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                             | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3745111.60   | 0.15%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8025651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2597 | PA      | $2550.74      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7052092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9069 | PA      | $5695.73      | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5914396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1467 | PA      | $0.09         | 0.00%             | 2034-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7835424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17516 | PA      | $1105.08      | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2631968.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3113 | PA      | $3058.36      | 0.00%             | 2027-02-15      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         257 | PA      | $195.33       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8073909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2286 | PA      | $2205.69      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8074535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36571 | PA      | $34695.33     | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7990281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9974 | PA      | $7467.92      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8689297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16811 | PA      | $15797.05     | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1648282.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5640 | PA      | $5651.00      | 0.00%             | 2026-10-26      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7911087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8008 | PA      | $7561.19      | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6439616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2924 | PA      | $10.81        | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7971046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1227 | PA      | $1193.30      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7468484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27792 | PA      | $653.52       | 0.00%             | 2025-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21462 | PA      | $20172.90     | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8180367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1277 | PA      | $1234.83      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8602639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9612 | PA      | $9314.45      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8011849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1672 | PA      | $1663.05      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8660883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2673 | PA      | $2579.11      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8459911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         855 | PA      | $620.96       | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13413 | PA      | $12692.02     | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1204 | PA      | $1195.24      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2205386.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7313 | PA      | $517.36       | 0.00%             | 2027-10-08      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2414984.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1268 | PA      | $1245.46      | 0.00%             | 2027-01-12      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8824543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14385 | PA      | $13675.74     | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21721 | PA      | $21124.46     | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8147390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19304 | PA      | $17010.86     | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2077864.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9439 | PA      | $9280.55      | 0.00%             | 2026-11-19      | Fixed         | 20.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11531737.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3018 | PA      | $3053.62      | 0.00%             | 2025-12-22      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2203562.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4089 | PA      | $287.88       | 0.00%             | 2026-12-08      | Fixed         | 32.34%                | No            |                  3 | On Loan: No      |
| Great Outdoors Group LLC                                                              | Great Outdoors Group LLC, First Lien, CME Term Loan, B                                            | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      443902 | PA      | $435134.54    | 0.02%             | 2032-01-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5834294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         502 | PA      | $0.00         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WWEX UNI TopCo Holdings LLC                                                           | WWEX UNI TopCo Holdings LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 00435UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      373072 | PA      | $362422.64    | 0.01%             | 2028-07-26      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8763795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6902 | PA      | $6617.28      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6285291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21510 | PA      | $15.78        | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5309072.56   | 0.22%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8612102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4583 | PA      | $3481.95      | 0.00%             | 2026-07-13      | 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        |    12532821 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8271679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3631 | PA      | $3517.76      | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CIM Trust                                                                             | CIM Trust, Series 2019-INV2, Class A3                                                             | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1277127 | PA      | $1206886.84   | 0.05%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16886 | PA      | $16198.47     | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1711 | PA      | $1589.59      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991895165.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7599917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         560 | PA      | $42.33        | 0.00%             | 2025-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      750000 | PA      | $766295.25    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8180448.47   | 0.33%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2637086.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1720 | PA      | $1687.95      | 0.00%             | 2027-02-15      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6209706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2538 | PA      | $0.12         | 0.00%             | 2034-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11709701.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6451 | PA      | $6563.38      | 0.00%             | 2027-02-04      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7220791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $159.48       | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8054701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4193 | PA      | $4151.04      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1972 | PA      | $1590.40      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banco Santander SA                                                                    | Banco Santander SA                                                                                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3000000 | PA      | $2631350.01   | 0.11%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297RWH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1157 | PA      | $1156.27      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6553144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         734 | PA      | $2.35         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283H4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33304 | PA      | $34203.12     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7500824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27055 | PA      | $570.19       | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 174045948.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3994 | PA      | $4036.03      | 0.00%             | 2026-01-22      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4677893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2173 | PA      | $0.00         | 0.00%             | 2033-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8078020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1656 | PA      | $1641.60      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7849403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5452 | PA      | $5276.00      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5107353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1383 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5573406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         363 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8355064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         743 | PA      | $723.80       | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8039563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3302 | PA      | $3279.85      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11206 | PA      | $10292.85     | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7605 | PA      | $7135.34      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8763884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2721 | PA      | $2599.30      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8692180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       36844 | PA      | $34858.43     | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7071000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         645 | PA      | $8.53         | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7539738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16478 | PA      | $6890.19      | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7764093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1341 | PA      | $343.40       | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14323 | PA      | $13551.04     | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8906652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10143 | PA      | $9313.80      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         702 | PA      | $670.39       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2008461.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         949 | PA      | $929.71       | 0.00%             | 2027-04-09      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7233028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         258 | PA      | $169.85       | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8802957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6529 | PA      | $6246.16      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8012825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1400 | PA      | $1333.20      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6845 | PA      | $6514.84      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         853 | PA      | $804.97       | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7172526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4439 | PA      | $2408.54      | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8608203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2040 | PA      | $1972.17      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2122 | PA      | $1937.42      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7984097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1148 | PA      | $1134.91      | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3316 | PA      | $3171.88      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7287144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1419 | PA      | $960.28       | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7881518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2788 | PA      | $2725.18      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8496219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12904 | PA      | $12211.65     | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8331620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         306 | PA      | $296.31       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9424 | PA      | $7818.49      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5889080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         771 | PA      | $0.04         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Forestar Group, Inc.                                                                  | Forestar Group, Inc.                                                                              | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3845460.88   | 0.16%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7314341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          48 | PA      | $38.38        | 0.00%             | 2025-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12210087.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24521 | PA      | $25408.58     | 0.00%             | 2027-03-11      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7654433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         967 | PA      | $672.91       | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8590354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2989 | PA      | $1311.45      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6686940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2880 | PA      | $287.73       | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                           | EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                                       | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2030718.00   | 0.08%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8972917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3467 | PA      | $3205.06      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8915491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3767 | PA      | $3528.68      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1661 | PA      | $1526.49      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2409821.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2339 | PA      | $2284.78      | 0.00%             | 2027-01-11      | Fixed         | 14.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6938552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6233 | PA      | $99.96        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8951775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9847 | PA      | $9089.25      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4458 | PA      | $4098.69      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7574028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4089 | PA      | $3170.91      | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2419574.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9433 | PA      | $9251.95      | 0.00%             | 2027-01-12      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6160 | PA      | $5980.40      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991547049.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $0.00         | 0.00%             | 2030-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 172757520.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4667 | PA      | $0.00         | 0.00%             | 2026-01-24      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         574 | PA      | $566.95       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6822097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1805 | PA      | $19.41        | 0.00%             | 2035-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1603759.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3731 | PA      | $3773.88      | 0.00%             | 2026-08-06      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8774617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3934 | PA      | $3720.72      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2640938.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5306 | PA      | $5201.26      | 0.00%             | 2027-02-16      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991588111.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          25 | PA      | $4.22         | 0.00%             | 2025-07-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9005835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1705 | PA      | $1556.48      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7868765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         177 | PA      | $176.81       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8908115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26292 | PA      | $24626.05     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5588832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7140 | PA      | $0.38         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407J2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3469 | PA      | $3566.47      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7878057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3703 | PA      | $3155.04      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991811950.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $2.01         | 0.00%             | 2030-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7203631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1386 | PA      | $47.16        | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31403RHW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1992 | PA      | $2030.43      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991584440.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $1.13         | 0.00%             | 2030-01-17      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5407 | PA      | $4796.95      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12287014.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4254 | PA      | $4359.35      | 0.00%             | 2026-03-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6681578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10776 | PA      | $66.62        | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407YAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27744 | PA      | $28595.93     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   126200000 | PA      | $117030781.25 | 4.74%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12073890.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9057 | PA      | $9189.23      | 0.00%             | 2027-01-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7095396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2713 | PA      | $1337.73      | 0.00%             | 2035-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6840598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9338 | PA      | $126.42       | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8137495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2758 | PA      | $2636.68      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4690 | PA      | $4454.90      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7922053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         811 | PA      | $758.45       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1650307.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7288 | PA      | $928.30       | 0.00%             | 2027-09-29      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8423593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1808 | PA      | $1735.37      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8808252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6204 | PA      | $5928.15      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2410622.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2319 | PA      | $2269.99      | 0.00%             | 2027-01-11      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991894355.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203266.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2317 | PA      | $2263.59      | 0.00%             | 2026-12-08      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7147597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1926 | PA      | $60.69        | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8138201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16209 | PA      | $15628.56     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8171317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7404 | PA      | $7275.03      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8246212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5167 | PA      | $5113.97      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8511675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1287 | PA      | $1196.20      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8435717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2050 | PA      | $1640.26      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2004957.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         980 | PA      | $959.11       | 0.00%             | 2026-11-09      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities                                                         | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                                   | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2202406 | PA      | $2196598.07   | 0.09%             | 2045-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2417562.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         527 | PA      | $517.41       | 0.00%             | 2027-01-12      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2206760.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18732 | PA      | $18468.49     | 0.00%             | 2026-12-08      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2070 | PA      | $2041.61      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2408568.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2335 | PA      | $2290.29      | 0.00%             | 2027-01-11      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2024-V12, Class XA                                               | CUSIP: 081915AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    51024787 | PA      | $1792010.94   | 0.07%             | 2057-12-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31413YRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6475 | PA      | $6780.20      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43446 | PA      | $41696.13     | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2320 | PA      | $2117.16      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10889 | PA      | $10407.94     | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7165983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         725 | PA      | $497.80       | 0.00%             | 2035-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8534044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12626 | PA      | $3474.61      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8162440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8738 | PA      | $7420.55      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6282812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15894 | PA      | $18.54        | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7180807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2907 | PA      | $137.51       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2434 | PA      | $2322.48      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4867257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         607 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7432611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         419 | PA      | $283.22       | 0.00%             | 2025-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5663983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         461 | PA      | $0.00         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5472760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3648 | PA      | $0.00         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8671964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8176 | PA      | $7844.99      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1930 | PA      | $1755.99      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7812101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         505 | PA      | $485.70       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50590000 | PA      | $50488692.01  | 2.05%             | 2055-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8053308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28104 | PA      | $26861.20     | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7881492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         937 | PA      | $701.91       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8966461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8234 | PA      | $7579.50      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7698568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         140 | PA      | $74.81        | 0.00%             | 2025-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991754815.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          52 | PA      | $54.34        | 0.00%             | 2026-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6790 | PA      | $6354.15      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4874845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3811 | PA      | $0.00         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8506522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       42018 | PA      | $40258.74     | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12422648.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10438 | PA      | $10635.89     | 0.00%             | 2027-03-20      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2010216.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3671 | PA      | $3593.93      | 0.00%             | 2026-11-09      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5870938.50   | 0.24%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3697 | PA      | $3561.56      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5572327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         243 | PA      | $0.00         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991637168.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-01-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7353901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4759 | PA      | $57.48        | 0.00%             | 2025-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7281210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         901 | PA      | $20.28        | 0.00%             | 2025-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8816010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2416 | PA      | $2309.76      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7115405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35457 | PA      | $1184.75      | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2632779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2795 | PA      | $2696.26      | 0.00%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8057849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11504 | PA      | $10910.29     | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6143084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         255 | PA      | $1.89         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2631142.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1541 | PA      | $1509.56      | 0.00%             | 2027-02-15      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7668578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4204 | PA      | $443.87       | 0.00%             | 2025-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7164193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5624 | PA      | $116.11       | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8008554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         706 | PA      | $695.99       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8754516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32203 | PA      | $30465.49     | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7278877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         532 | PA      | $366.69       | 0.00%             | 2025-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1708901.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9477 | PA      | $9652.62      | 0.00%             | 2027-02-15      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7206450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1582 | PA      | $876.51       | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8625740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23249 | PA      | $21974.46     | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2407285.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2325 | PA      | $1170.36      | 0.00%             | 2027-01-11      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                                    | BMO Mortgage Trust, Series 2025-5C9, Class XA                                                     | CUSIP: 096933AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    73112521 | PA      | $2284020.55   | 0.09%             | 2058-04-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8308031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3614 | PA      | $3424.28      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7348505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         567 | PA      | $326.00       | 0.00%             | 2025-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1456 | PA      | $1406.05      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7971333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         899 | PA      | $774.67       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6236255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2023 | PA      | $0.20         | 0.00%             | 2034-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2080759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5812 | PA      | $5693.86      | 0.00%             | 2026-11-19      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205307.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         849 | PA      | $835.97       | 0.00%             | 2026-12-08      | Fixed         | 15.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11022370.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4184 | PA      | $4250.75      | 0.00%             | 2026-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8104527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         111 | PA      | $104.78       | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6966854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3823 | PA      | $105.17       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                        | Piedmont Natural Gas Co., Inc.                                                                    | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $1817737.07   | 0.07%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4881933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         502 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8530524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         884 | PA      | $822.20       | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7092933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         720 | PA      | $374.09       | 0.00%             | 2035-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7323 | PA      | $6474.11      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8463484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10747 | PA      | $10141.78     | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1708466.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3090 | PA      | $3147.21      | 0.00%             | 2027-02-15      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8838758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2144 | PA      | $2022.67      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8497508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3499 | PA      | $3432.84      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12105986.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18587 | PA      | $1987.51      | 0.00%             | 2027-03-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8992940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2260 | PA      | $2062.49      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5781951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4019 | PA      | $0.00         | 0.00%             | 2034-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8429303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27667 | PA      | $26096.30     | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8236305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         919 | PA      | $882.26       | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2640578.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         472 | PA      | $73.69        | 0.00%             | 2027-02-16      | Fixed         | 22.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8012526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1371 | PA      | $1317.31      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2109 | PA      | $1997.05      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8383353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37881 | PA      | $32873.31     | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7160263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         684 | PA      | $354.35       | 0.00%             | 2035-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5614938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2188 | PA      | $0.00         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3435 | PA      | $3201.67      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7441625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27215 | PA      | $9685.90      | 0.00%             | 2025-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2007046.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         829 | PA      | $812.23       | 0.00%             | 2026-11-09      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7426 | PA      | $7212.28      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Viper Energy, Inc.                                                                    | Viper Energy, Inc.                                                                                | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3740619.60   | 0.15%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8836561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14751 | PA      | $13958.40     | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8718566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3316 | PA      | $3197.58      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8436347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3078 | PA      | $2985.37      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK                                                                                  | BANK, Series 2020-BN26, Class XA                                                                  | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26740926 | PA      | $1171616.25   | 0.05%             | 2063-03-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8350215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2738 | PA      | $2604.48      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2196100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         633 | PA      | $616.16       | 0.00%             | 2026-12-07      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3476 | PA      | $3208.65      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2006974.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4746 | PA      | $4640.53      | 0.00%             | 2026-11-09      | Fixed         | 11.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         714 | PA      | $649.21       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8653637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35770 | PA      | $34834.36     | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200069.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2033 | PA      | $1990.60      | 0.00%             | 2026-12-07      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991681725.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7951446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3188 | PA      | $55.43        | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8070315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1336 | PA      | $1043.04      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1169 | PA      | $1068.90      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7412366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6472 | PA      | $5607.00      | 0.00%             | 2025-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3304 | PA      | $3141.66      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2145 | PA      | $2121.48      | 0.00%             | 2027-04-19      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7930369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1798 | PA      | $1767.96      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4922562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6112 | PA      | $0.08         | 0.00%             | 2033-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8047184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5024 | PA      | $4790.91      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8665516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1263 | PA      | $1192.01      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1397 | PA      | $1377.17      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8533570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1592 | PA      | $1566.00      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8877339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20070 | PA      | $19019.20     | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2409812.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1967 | PA      | $1930.96      | 0.00%             | 2027-06-11      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2632154.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12067 | PA      | $11837.99     | 0.00%             | 2027-02-15      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1639041.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5445 | PA      | $5495.95      | 0.00%             | 2026-09-29      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3140 | PA      | $3028.15      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4877394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4239 | PA      | $0.00         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                               | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15000000 | PA      | $13907812.50  | 0.56%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4862998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1298 | PA      | $0.04         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         709 | PA      | $687.40       | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4663096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27120 | PA      | $0.00         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8029522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4529 | PA      | $4422.34      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8223096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2847 | PA      | $2790.34      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1630 | PA      | $1578.63      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8855947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2508 | PA      | $2373.11      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2402977.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         877 | PA      | $498.71       | 0.00%             | 2027-06-11      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8865485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5918 | PA      | $5638.28      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411062.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4493 | PA      | $319.87       | 0.00%             | 2027-01-11      | Fixed         | 32.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5825002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35998 | PA      | $0.10         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7938 | PA      | $7539.07      | 0.00%             | 2026-07-31      | 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        |     4807777 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8209660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         427 | PA      | $331.89       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8488148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11705 | PA      | $10683.20     | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7669547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1179 | PA      | $25.56        | 0.00%             | 2025-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4980976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3062 | PA      | $0.06         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8310230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25999 | PA      | $25487.17     | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414275.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16273 | PA      | $15845.27     | 0.00%             | 2027-01-12      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2005194.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2946 | PA      | $2889.44      | 0.00%             | 2026-11-09      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1690361.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1064 | PA      | $1065.17      | 0.00%             | 2025-12-18      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3431 | PA      | $3368.35      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5564628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2787 | PA      | $0.00         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2104 | PA      | $1947.22      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7942180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2580 | PA      | $1247.37      | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2936 | PA      | $2802.25      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7351981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17215 | PA      | $628.15       | 0.00%             | 2025-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8016257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5456 | PA      | $5112.63      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1780 | PA      | $1738.95      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1993820.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2780 | PA      | $2724.60      | 0.00%             | 2026-11-09      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| HCA, Inc.                                                                             | HCA, Inc.                                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    11900000 | PA      | $11126952.44  | 0.45%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7766993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8671 | PA      | $8075.96      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8590833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6907 | PA      | $6794.10      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8463011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         698 | PA      | $688.77       | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6315 | PA      | $6039.49      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Restoration Hardware, Inc.                                                            | Restoration Hardware, Inc., First Lien, 2022 Incremental CME Term Loan                            | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |      849291 | PA      | $798333.94    | 0.03%             | 2028-10-20      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1157193.44   | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2613 | PA      | $2172.32      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4377 | PA      | $4216.35      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5703743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1220 | PA      | $0.00         | 0.00%             | 2034-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205432.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10323 | PA      | $10175.31     | 0.00%             | 2026-12-08      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6523267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5923 | PA      | $32.10        | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2433 | PA      | $2254.00      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5908 | PA      | $5635.26      | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412559.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2097 | PA      | $991.99       | 0.00%             | 2027-06-11      | Fixed         | 7.83%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7198081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         587 | PA      | $315.12       | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1874112.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2308 | PA      | $2271.88      | 0.00%             | 2026-10-18      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5812068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2493 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7008210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          45 | PA      | $30.24        | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6623607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2737 | PA      | $19.83        | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21597 | PA      | $11611.07     | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2282 | PA      | $2113.51      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8284852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3589 | PA      | $3517.66      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8535213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10026 | PA      | $9326.89      | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8339395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         833 | PA      | $754.12       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3757 | PA      | $3594.51      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8745696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23280 | PA      | $21931.50     | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20723 | PA      | $20365.49     | 0.00%             | 2027-06-11      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4842631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5776 | PA      | $0.22         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8856261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31193 | PA      | $29753.09     | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8439664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1864 | PA      | $1781.16      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6692529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6099 | PA      | $29.76        | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5457 | PA      | $5341.43      | 0.00%             | 2027-11-11      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5816945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4384 | PA      | $0.00         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6227194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1900 | PA      | $108.12       | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7330422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         625 | PA      | $186.26       | 0.00%             | 2025-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2085 | PA      | $1951.99      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16677695.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16191 | PA      | $16489.31     | 0.00%             | 2027-11-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7032279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1308 | PA      | $720.93       | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32155 | PA      | $30326.00     | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8981826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2654 | PA      | $2418.82      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411973.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         645 | PA      | $631.97       | 0.00%             | 2027-01-11      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8032445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1969 | PA      | $1909.09      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 173933933.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3917 | PA      | $3907.03      | 0.00%             | 2026-01-20      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1874335.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15580 | PA      | $15279.25     | 0.00%             | 2026-10-18      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                                    | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $2759963.10   | 0.11%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8432444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       46751 | PA      | $44191.52     | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7443079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1382 | PA      | $832.90       | 0.00%             | 2025-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7329210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3315 | PA      | $106.89       | 0.00%             | 2025-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8287959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2973 | PA      | $2879.07      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1611805.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10393 | PA      | $10420.10     | 0.00%             | 2026-08-20      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991705248.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078364.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2406 | PA      | $2377.94      | 0.00%             | 2026-11-20      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         710 | PA      | $663.81       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413519.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9732 | PA      | $4483.30      | 0.00%             | 2027-01-11      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8636066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39637 | PA      | $38325.43     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31402QSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28244 | PA      | $29041.41     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5595624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         789 | PA      | $0.01         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1171 | PA      | $1102.47      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9735 | PA      | $9088.49      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7630481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11930 | PA      | $1932.86      | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Civitas Resources, Inc.                                                               | Civitas Resources, Inc.                                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3140868.06   | 0.13%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5280986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1327 | PA      | $0.00         | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47209 | PA      | $43153.45     | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12159801.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15215 | PA      | $15779.97     | 0.00%             | 2027-08-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991842723.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          20 | PA      | $1.37         | 0.00%             | 2030-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $5572099.09   | 0.23%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7764120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         920 | PA      | $281.87       | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006519.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1144 | PA      | $301.76       | 0.00%             | 2026-11-09      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8211599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         497 | PA      | $490.23       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8038659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1034 | PA      | $905.01       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RealTruck Group, Inc.                                                                 | RealTruck Group, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |      620037 | PA      | $580022.99    | 0.02%             | 2028-01-31      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2630147.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17502 | PA      | $17088.79     | 0.00%             | 2027-02-15      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12435 | PA      | $11894.96     | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6846131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1460 | PA      | $503.38       | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4772 | PA      | $4679.65      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8595119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44423 | PA      | $34264.88     | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2253 | PA      | $2113.07      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7839803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         689 | PA      | $685.20       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7065240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         261 | PA      | $185.14       | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5709549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12160 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12006366.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2530 | PA      | $2616.47      | 0.00%             | 2026-01-22      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2080301.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1895 | PA      | $1863.66      | 0.00%             | 2026-11-19      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8112490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         549 | PA      | $419.46       | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7987638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23526 | PA      | $22163.33     | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         393 | PA      | $360.12       | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8319131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2349 | PA      | $2280.87      | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7916789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4558 | PA      | $4413.41      | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8689936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11836 | PA      | $11351.84     | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2634268.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1197 | PA      | $1173.75      | 0.00%             | 2027-02-15      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4779678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         993 | PA      | $0.32         | 0.00%             | 2033-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8522369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2868 | PA      | $2690.79      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14660000 | PA      | $14873558.52  | 0.60%             | 2055-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8526141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         361 | PA      | $353.91       | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8434459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13142 | PA      | $12870.47     | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8277202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7725 | PA      | $6091.96      | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31417YWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104859 | PA      | $103979.52    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8021477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         825 | PA      | $567.98       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1785 | PA      | $1628.53      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9005859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10150 | PA      | $9278.53      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2005357.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2284 | PA      | $2237.26      | 0.00%             | 2026-11-09      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1709115.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3023 | PA      | $2964.25      | 0.00%             | 2027-02-15      | Fixed         | 20.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8165389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2103 | PA      | $2062.22      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1604551.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6081 | PA      | $6046.16      | 0.00%             | 2026-08-09      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12164096.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8630 | PA      | $1774.83      | 0.00%             | 2027-05-05      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8037056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1892 | PA      | $1859.07      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Next Generation, Inc.                                                         | Charter Next Generation, Inc., First Lien, 2024 Replacement CME Term Loan                         | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      400200 | PA      | $399499.32    | 0.02%             | 2030-11-29      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7552166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         717 | PA      | $17.51        | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3566 | PA      | $3270.91      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10001 | PA      | $9568.04      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6064464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3001 | PA      | $0.07         | 0.00%             | 2034-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4896547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4712 | PA      | $0.00         | 0.00%             | 2033-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874151.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         483 | PA      | $475.03       | 0.00%             | 2026-10-18      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991909621.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8993270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3422 | PA      | $3168.38      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1869 | PA      | $1793.44      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K8GM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7695 | PA      | $7795.99      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8116348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9822 | PA      | $7529.59      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11381442.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10567 | PA      | $11005.29     | 0.00%             | 2026-11-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407SDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38267 | PA      | $39146.74     | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2407640.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4995 | PA      | $4883.83      | 0.00%             | 2027-01-11      | Fixed         | 18.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2192706.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4606 | PA      | $4499.36      | 0.00%             | 2026-12-07      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8032327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4107 | PA      | $3870.90      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2408436.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17802 | PA      | $17539.76     | 0.00%             | 2027-01-11      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5171656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         875 | PA      | $0.00         | 0.00%             | 2033-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414249.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2007 | PA      | $1968.70      | 0.00%             | 2027-01-12      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Comcast Corp.                                                                         | Comcast Corp.                                                                                     | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5136189.03   | 0.21%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413727.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1717 | PA      | $1671.30      | 0.00%             | 2027-01-11      | Fixed         | 8.61%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5565992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2616 | PA      | $0.24         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4624869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1488 | PA      | $0.03         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8922155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4779 | PA      | $4452.02      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8593881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4323 | PA      | $4060.77      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2634808.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1572 | PA      | $44.30        | 0.00%             | 2029-02-15      | Fixed         | 26.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4928876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         514 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8459919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3869 | PA      | $3714.27      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48779000 | PA      | $38702624.41  | 1.57%             | 2055-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9007813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22360 | PA      | $20885.07     | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                      | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1376367.44   | 0.06%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1500 | PA      | $1434.74      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1448 | PA      | $1404.50      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3140X9JG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7079435 | PA      | $6725023.39   | 0.27%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5889436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14724 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991651099.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.14         | 0.00%             | 2030-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1687128.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2031 | PA      | $2014.79      | 0.00%             | 2026-12-16      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3774 | PA      | $3427.29      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12186510.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16799 | PA      | $17052.39     | 0.00%             | 2027-01-23      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc. / First Transit Parent, Inc.                                | First Student Bidco, Inc. / First Transit Parent, Inc.                                            | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3702522.80   | 0.15%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8619510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         784 | PA      | $770.75       | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7280873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5514 | PA      | $182.42       | 0.00%             | 2025-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7648903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         657 | PA      | $620.01       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991705736.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          12 | PA      | $12.17        | 0.00%             | 2025-06-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3317 | PA      | $3184.11      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7784 | PA      | $7556.98      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5828 | PA      | $5531.56      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7526085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $64.89        | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7844476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6160 | PA      | $3223.60      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8670014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11684 | PA      | $11261.68     | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11557 | PA      | $11233.92     | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      500000 | PA      | $502307.92    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8027367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1023 | PA      | $930.71       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8177107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1997 | PA      | $1970.10      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7171906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         629 | PA      | $382.81       | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9823 | PA      | $8969.97      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8780560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11482 | PA      | $10940.03     | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3500000 | PA      | $3168847.85   | 0.13%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2080949.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2096 | PA      | $2071.15      | 0.00%             | 2026-11-19      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8621156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40469 | PA      | $36785.42     | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8053145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4300 | PA      | $4206.29      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8173310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18220 | PA      | $17942.63     | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5077583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3691 | PA      | $0.05         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8027296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         448 | PA      | $440.15       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7065573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13691 | PA      | $462.36       | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991693967.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         135 | PA      | $107.44       | 0.00%             | 2026-09-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201511.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2610 | PA      | $2547.72      | 0.00%             | 2026-12-08      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991640808.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2030-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7729059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13362 | PA      | $239.04       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4257 | PA      | $2809.90      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8882306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2546 | PA      | $2360.49      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8511814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5895 | PA      | $5552.82      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8238464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16847 | PA      | $14313.23     | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12755 | PA      | $11930.91     | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8393 | PA      | $8050.31      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2463 | PA      | $2331.47      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6946120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10031 | PA      | $121.31       | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2199126.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3197 | PA      | $3136.56      | 0.00%             | 2026-12-15      | Fixed         | 31.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8912874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17934 | PA      | $16745.50     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8803861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1566 | PA      | $1475.21      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19357 | PA      | $18094.38     | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8800909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4813 | PA      | $4585.84      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29529 | PA      | $27745.83     | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8031468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         252 | PA      | $144.23       | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4978982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8763 | PA      | $1.37         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8385298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2919 | PA      | $2785.02      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2076494.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3376 | PA      | $3328.53      | 0.00%             | 2027-04-19      | Fixed         | 27.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5153956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2956 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874284.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2978 | PA      | $2917.94      | 0.00%             | 2026-10-18      | Fixed         | 13.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2407055.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2251 | PA      | $2206.53      | 0.00%             | 2027-01-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12106008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7167 | PA      | $7292.10      | 0.00%             | 2027-03-08      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2417528.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2726 | PA      | $197.15       | 0.00%             | 2027-01-12      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2238 | PA      | $2149.38      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31403J7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3746 | PA      | $3820.55      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8471165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18441 | PA      | $14385.76     | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2196 | PA      | $2126.83      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                              | CUSIP: 31406AGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26457 | PA      | $27199.81     | 0.00%             | 2034-12-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7769490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1970 | PA      | $679.40       | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1872558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         607 | PA      | $598.27       | 0.00%             | 2026-10-18      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8043893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16351 | PA      | $16118.24     | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6944161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1708 | PA      | $374.01       | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8784776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6278 | PA      | $5946.73      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8021419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1975 | PA      | $686.00       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                        | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                                          | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37514244 | PA      | $1924578.24   | 0.08%             | 2054-05-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4714469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         828 | PA      | $0.00         | 0.00%             | 2033-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6628247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3665 | PA      | $35.37        | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8076636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         547 | PA      | $9.33         | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17901 | PA      | $17532.33     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mesquite Energy, Inc.                                                                 | Mesquite Energy, Inc., Escrow Account                                                             | CUSIP: 799ESCAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $120000.00    | 0.00%             | 2023-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8070361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1300 | PA      | $1251.77      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7511854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         559 | PA      | $482.60       | 0.00%             | 2025-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8097963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         689 | PA      | $663.26       | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8859641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7618 | PA      | $7293.22      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7489102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1801 | PA      | $1705.30      | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6629787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7692 | PA      | $59.80        | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16966 | PA      | $16178.87     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5911495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40359 | PA      | $3.13         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7973273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1379 | PA      | $1377.81      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5162509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       55221 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5848551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1094 | PA      | $0.00         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6908375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3730 | PA      | $64.00        | 0.00%             | 2035-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7586278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8025 | PA      | $501.80       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8324800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1075 | PA      | $1015.65      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7892374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1590 | PA      | $1222.56      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2418008.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         876 | PA      | $860.64       | 0.00%             | 2027-01-12      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10924 | PA      | $10476.23     | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7794434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6526 | PA      | $69.84        | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2206619.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3595 | PA      | $3519.11      | 0.00%             | 2026-12-08      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                            | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                                           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1473497 | PA      | $1479445.94   | 0.06%             | 2054-06-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7530845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         469 | PA      | $458.23       | 0.00%             | 2025-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8666345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1675 | PA      | $1596.30      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7782424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $209.73       | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7815167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3002 | PA      | $2980.49      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC                                                           | Allied Universal Holdco LLC, First Lien, Initial USD CME Term Loan                                | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      634282 | PA      | $634402.79    | 0.03%             | 2028-05-12      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8399539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20208 | PA      | $19608.86     | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Rentals North America, Inc.                                                    | United Rentals North America, Inc.                                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4958976.40   | 0.20%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8608202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         340 | PA      | $226.39       | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8143690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2233 | PA      | $2205.06      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7805584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1430 | PA      | $1061.36      | 0.00%             | 2025-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cimpress USA, Inc.                                                                    | Cimpress USA, Inc., First Lien, 2024-2 Refinancing Term Loan, B1                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      463931 | PA      | $450012.60    | 0.02%             | 2028-05-17      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2007001.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         684 | PA      | $670.99       | 0.00%             | 2026-11-09      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8707277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10795 | PA      | $10403.70     | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2640734.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32393 | PA      | $2353.75      | 0.00%             | 2027-07-16      | Fixed         | 17.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8685560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2643 | PA      | $2502.14      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6412 | PA      | $5938.11      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         419 | PA      | $415.65       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009664.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         979 | PA      | $71.08        | 0.00%             | 2027-04-10      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201870.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1307 | PA      | $1279.48      | 0.00%             | 2026-12-08      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23338 | PA      | $21823.84     | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KASF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90979 | PA      | $93887.58     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7659813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         157 | PA      | $155.80       | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18209 | PA      | $17721.14     | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2202159.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13140 | PA      | $12789.96     | 0.00%             | 2027-10-08      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         500 | PA      | $489.62       | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12648 | PA      | $11819.93     | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7864015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10077 | PA      | $9640.40      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2414 | PA      | $2260.96      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2271 | PA      | $2139.91      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Elevance Health, Inc.                                                                 | Elevance Health, Inc.                                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $992575.70    | 0.04%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                                 | Hexion Holdings Corp., First Lien, 2024 Refinancing CME Term Loan                                 | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      256905 | PA      | $250757.26    | 0.01%             | 2029-03-15      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8004096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       67437 | PA      | $1076.96      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5413423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2550 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199695.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2327 | PA      | $2265.69      | 0.00%             | 2026-12-07      | Fixed         | 9.66%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12287335.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9961 | PA      | $10157.80     | 0.00%             | 2027-03-21      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Concentra Health Services, Inc.                                                       | Concentra Health Services, Inc.                                                                   | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1537569.83   | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4624403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         646 | PA      | $0.02         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13884 | PA      | $12725.30     | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2007056.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1107 | PA      | $1083.95      | 0.00%             | 2026-11-09      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8645743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2948 | PA      | $2863.03      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9313 | PA      | $9110.56      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3426 | PA      | $2977.82      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7629674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7987 | PA      | $161.30       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albaugh LLC                                                                           | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      377084 | PA      | $367657.29    | 0.01%             | 2029-04-06      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7769552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2159 | PA      | $1660.50      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8280386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23838 | PA      | $23479.25     | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5890 | PA      | $5641.41      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                         | Centene Corp.                                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1276343.29   | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7727858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24419 | PA      | $16016.53     | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8693995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1758 | PA      | $1673.06      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7936525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3032 | PA      | $2882.66      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PROG Holdings, Inc.                                                                   | PROG Holdings, Inc.                                                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3045440.97   | 0.12%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8286722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1548 | PA      | $1531.76      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991555378.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $6.34         | 0.00%             | 2026-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1712014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         712 | PA      | $698.72       | 0.00%             | 2026-09-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5025752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6406 | PA      | $0.12         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5900600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7701 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2074 | PA      | $1975.13      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2077229.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7568 | PA      | $7408.49      | 0.00%             | 2026-11-19      | Fixed         | 11.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12343526.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12798 | PA      | $1540.98      | 0.00%             | 2026-07-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5127 | PA      | $4885.54      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2416140.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1160 | PA      | $1140.02      | 0.00%             | 2027-01-12      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8048854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2269 | PA      | $2239.20      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8824756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11041 | PA      | $10549.82     | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         343 | PA      | $320.35       | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4340 | PA      | $4054.65      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11742867.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10055 | PA      | $10522.28     | 0.00%             | 2027-02-05      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7600104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3189 | PA      | $162.33       | 0.00%             | 2025-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991672498.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           3 | PA      | $3.27         | 0.00%             | 2030-03-19      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                                | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class B                  | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1858000 | PA      | $1689291.00   | 0.07%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7433 | PA      | $7242.79      | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7645 | PA      | $7205.76      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rand Parent LLC                                                                       | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1250636 | PA      | $1162310.09   | 0.05%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2527 | PA      | $2373.80      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5176617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         935 | PA      | $0.07         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1629628.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6074 | PA      | $2805.87      | 0.00%             | 2027-07-02      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6730881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5649 | PA      | $1947.37      | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4774144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1718 | PA      | $0.00         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7147279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7905 | PA      | $5165.59      | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8722338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1921 | PA      | $1630.01      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8442306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4702 | PA      | $4578.86      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26578 | PA      | $25656.01     | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1709498.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5173 | PA      | $5389.40      | 0.00%             | 2027-02-16      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7662373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3383 | PA      | $2265.31      | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1711817.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1898 | PA      | $1861.12      | 0.00%             | 2026-09-20      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5655643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4363 | PA      | $0.12         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                          | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      637619 | PA      | $601089.87    | 0.02%             | 2029-03-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23942 | PA      | $21954.92     | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4695 | PA      | $4595.30      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7389892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2230 | PA      | $1770.37      | 0.00%             | 2025-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8878240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4425 | PA      | $4222.36      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3366 | PA      | $3263.28      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2419527.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         680 | PA      | $668.21       | 0.00%             | 2027-01-12      | Fixed         | 33.12%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                              | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-51, Class PT                | CUSIP: 21055HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       13533 | PA      | $13012.31     | 0.00%             | 2045-01-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8792349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8917 | PA      | $8372.03      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2147 | PA      | $2021.61      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5725 | PA      | $5301.89      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         822 | PA      | $791.69       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 20 Year                                                                                     | CUSIP: 31371NSV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         833 | PA      | $839.12       | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2010173.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3280 | PA      | $3235.21      | 0.00%             | 2026-11-09      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6120978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         836 | PA      | $0.03         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5815447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1227 | PA      | $0.01         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2165 | PA      | $2103.43      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2024 | PA      | $1854.20      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         980 | PA      | $951.90       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8911997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5875 | PA      | $5459.08      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201499.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5030 | PA      | $4917.06      | 0.00%             | 2026-12-17      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2195995.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1655 | PA      | $1610.69      | 0.00%             | 2026-12-07      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4882127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35043 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7623850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6052 | PA      | $4570.42      | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991904951.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.08         | 0.00%             | 2030-02-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8773160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1469 | PA      | $1419.77      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4750803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3382 | PA      | $0.00         | 0.00%             | 2033-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $12934008.03  | 0.52%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8889873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10506 | PA      | $9951.34      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8988547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5873 | PA      | $5488.80      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2417403.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2867 | PA      | $2799.76      | 0.00%             | 2027-01-12      | Fixed         | 10.31%                | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2025-V14, Class XA                                               | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    78377000 | PA      | $2645286.45   | 0.11%             | 2057-04-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8056576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         668 | PA      | $363.63       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6094 | PA      | $5781.13      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8323711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15064 | PA      | $14762.17     | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8552901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2619 | PA      | $2533.79      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8977614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2417 | PA      | $2250.49      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8447720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         481 | PA      | $441.56       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8288479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5532 | PA      | $1818.65      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8051191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         684 | PA      | $279.66       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7966471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9704 | PA      | $9459.03      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7012 | PA      | $6815.71      | 0.00%             | 2027-06-11      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6804745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $25.13        | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3222 | PA      | $3161.26      | 0.00%             | 2027-04-09      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1026 | PA      | $999.61       | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8921710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16375 | PA      | $15317.05     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991571658.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         145 | PA      | $100.06       | 0.00%             | 2027-10-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5057 | PA      | $4836.80      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8514930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4058 | PA      | $3837.65      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8818178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1469 | PA      | $1400.76      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1262 | PA      | $1235.67      | 0.00%             | 2026-12-08      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8923924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13973 | PA      | $13082.91     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8522464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13852 | PA      | $13379.24     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11872544.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6651 | PA      | $6981.79      | 0.00%             | 2027-03-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7107 | PA      | $6812.62      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8349840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2076 | PA      | $2023.46      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2409231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2230 | PA      | $2185.23      | 0.00%             | 2027-01-11      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8404324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12164 | PA      | $11674.44     | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13593 | PA      | $13157.17     | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc.                                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3172778.70   | 0.13%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                               | Aris Water Holdings LLC                                                                           | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1887214.77   | 0.08%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2533 | PA      | $2462.24      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6977 | PA      | $6695.14      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1187 | PA      | $1235.55      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11660434.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14310 | PA      | $14961.39     | 0.00%             | 2027-02-04      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8506309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6169 | PA      | $5394.51      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5827695.00   | 0.24%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5072310.00   | 0.21%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8781450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3409 | PA      | $2900.57      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5857039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         219 | PA      | $0.02         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24786 | PA      | $24016.08     | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8287243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         716 | PA      | $712.08       | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7617771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3324 | PA      | $2671.64      | 0.00%             | 2025-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10885 | PA      | $10308.05     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7791405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6235 | PA      | $111.33       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7805453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3782 | PA      | $3572.45      | 0.00%             | 2025-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ashtead Capital, Inc.                                                                 | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      900000 | PA      | $902361.17    | 0.04%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7898884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1788 | PA      | $1756.28      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2405206.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10150 | PA      | $9907.84      | 0.00%             | 2027-01-11      | Fixed         | 12.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8454101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1157 | PA      | $1014.59      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8032057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2145 | PA      | $2005.82      | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200600.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2594 | PA      | $1567.42      | 0.00%             | 2027-10-23      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         984 | PA      | $963.15       | 0.00%             | 2026-12-08      | Fixed         | 26.06%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1683602.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          54 | PA      | $54.38        | 0.00%             | 2025-07-05      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7913994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1646 | PA      | $165.74       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7412344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         253 | PA      | $92.42        | 0.00%             | 2025-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8256593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1676 | PA      | $1291.99      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31454 | PA      | $29326.00     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16891 | PA      | $16129.31     | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8834520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34484 | PA      | $32598.26     | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chord Energy Corp.                                                                    | Chord Energy Corp.                                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1802717.92   | 0.07%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991741010.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2030-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5896 | PA      | $5549.41      | 0.00%             | 2026-08-25      | 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        |    10914248 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3456 | PA      | $2213.66      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7066 | PA      | $6443.21      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2413147.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2432 | PA      | $608.83       | 0.00%             | 2027-01-11      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6628104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8424 | PA      | $20.80        | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7811796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         549 | PA      | $472.10       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12032875.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10405 | PA      | $10570.01     | 0.00%             | 2027-01-16      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1387 | PA      | $1338.06      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1985263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         868 | PA      | $131.63       | 0.00%             | 2026-11-09      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8693435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9340 | PA      | $8822.32      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2076557.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14899 | PA      | $14675.57     | 0.00%             | 2027-04-19      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7813074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1774 | PA      | $1666.42      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5412734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8127 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8495060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         470 | PA      | $459.38       | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8332018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24637 | PA      | $23817.28     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8294550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         367 | PA      | $362.28       | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2417958.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4351 | PA      | $636.76       | 0.00%             | 2027-01-12      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7898689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9285 | PA      | $7117.82      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8706209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4431 | PA      | $4239.26      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8059550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1967 | PA      | $1876.99      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7024745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1045 | PA      | $548.78       | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5475686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2736 | PA      | $0.05         | 0.00%             | 2033-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8534896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       57993 | PA      | $52085.03     | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009584.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5983 | PA      | $436.66       | 0.00%             | 2026-11-09      | Fixed         | 21.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4467 | PA      | $3884.09      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6889119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3513 | PA      | $44.14        | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2630774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1669 | PA      | $1611.76      | 0.00%             | 2027-02-15      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                                 | Public Service Enterprise Group, Inc.                                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2236468.01   | 0.09%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7620858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16331 | PA      | $9529.06      | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA Connecticut Avenue Securities, Series 2015-C02, Class 1M2                                    | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     3064702 | PA      | $3064984.15   | 0.12%             | 2025-05-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8104564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          21 | PA      | $21.17        | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8919035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1047 | PA      | $980.39       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7685923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3822 | PA      | $3710.98      | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7883146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7837 | PA      | $166.68       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8977675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1100 | PA      | $1003.46      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5494 | PA      | $5228.09      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4706450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6009 | PA      | $0.00         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1612149.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2266 | PA      | $2297.50      | 0.00%             | 2026-08-10      | Fixed         | 20.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       60844 | PA      | $56866.25     | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Dental Services, Inc.                                                         | Pacific Dental Services, Inc., First Lien, CME Term Loan                                          | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      404777 | PA      | $401774.03    | 0.02%             | 2031-03-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Galaxy XXVIII CLO Ltd.                                                                | Galaxy XXVIII CLO Ltd., Series 2018-28A, Class C                                                  | CUSIP: 36321JAJ3<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |     3070000 | PA      | $3068471.77   | 0.12%             | 2031-07-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7694250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1079 | PA      | $551.63       | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5157821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4950 | PA      | $0.00         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8531342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17001 | PA      | $16174.43     | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7476687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5403 | PA      | $4309.92      | 0.00%             | 2025-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1872622.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1465 | PA      | $1017.77      | 0.00%             | 2026-10-18      | Fixed         | 28.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1087 | PA      | $1048.55      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411155.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         545 | PA      | $537.63       | 0.00%             | 2025-11-26      | Fixed         | 7.59%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1423 | PA      | $1219.36      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8440181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2304 | PA      | $1684.54      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2645588.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1850 | PA      | $1207.41      | 0.00%             | 2027-02-17      | Fixed         | 15.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3699 | PA      | $3538.50      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Edelman Financial Engines Center LLC                                                  | Edelman Financial Engines Center LLC (The), First Lien, Initial CME Term Loan                     | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      246449 | PA      | $245846.11    | 0.01%             | 2028-04-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009886.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1759 | PA      | $1725.12      | 0.00%             | 2026-11-09      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1709773.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         661 | PA      | $644.36       | 0.00%             | 2026-09-14      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4782528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $0.01         | 0.00%             | 2033-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7316730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1950 | PA      | $1309.65      | 0.00%             | 2025-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6211694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3075 | PA      | $1.07         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6839643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         576 | PA      | $7.97         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2633237.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1781 | PA      | $1739.09      | 0.00%             | 2027-02-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2418737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1537 | PA      | $1484.18      | 0.00%             | 2027-01-16      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1674146.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4810 | PA      | $4888.49      | 0.00%             | 2027-01-20      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2196279.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2129 | PA      | $2086.26      | 0.00%             | 2027-05-07      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         511 | PA      | $502.79       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991587154.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $36.17        | 0.00%             | 2025-07-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6978418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1258 | PA      | $24.72        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5764 | PA      | $5521.61      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10082 | PA      | $9435.37      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8645837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6016 | PA      | $5833.49      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Bonds                                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13400000 | PA      | $9717093.75   | 0.39%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8982991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9069 | PA      | $8476.92      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8837189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1083 | PA      | $1045.28      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6889109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1082 | PA      | $168.05       | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1651754.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7493 | PA      | $7439.50      | 0.00%             | 2026-11-08      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7446 | PA      | $7185.43      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1955 | PA      | $1909.74      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12429877.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15625 | PA      | $16310.43     | 0.00%             | 2027-03-23      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7106451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11957 | PA      | $380.59       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5292026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5106 | PA      | $0.00         | 0.00%             | 2033-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11496 | PA      | $10831.90     | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7886682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1556 | PA      | $1467.12      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991594819.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14498 | PA      | $13434.21     | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EBF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33782 | PA      | $35178.88     | 0.00%             | 2034-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2206413.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3256 | PA      | $3170.95      | 0.00%             | 2026-12-08      | Fixed         | 7.44%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8119418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1230 | PA      | $642.71       | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1654196.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13512 | PA      | $690.14       | 0.00%             | 2027-09-03      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8407557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9320 | PA      | $8965.53      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 20 Year                                                                                     | CUSIP: 3138EGP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18047 | PA      | $18090.17     | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2633167.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3654 | PA      | $3585.80      | 0.00%             | 2027-07-15      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7885255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $220.71       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199997.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1530 | PA      | $1494.93      | 0.00%             | 2026-12-07      | Fixed         | 14.15%                | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class A3                             | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2071153 | PA      | $2056754.78   | 0.08%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8435410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6903 | PA      | $6624.33      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7377813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5830 | PA      | $60.72        | 0.00%             | 2025-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5654133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32774 | PA      | $0.00         | 0.00%             | 2034-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                 | Wells Fargo Commercial Mortgage Trust, Series 2025-5C3, Class XA                                  | CUSIP: 95004JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42014036 | PA      | $1456572.01   | 0.06%             | 2058-01-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11243 | PA      | $9953.21      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16710569.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10295 | PA      | $10463.98     | 0.00%             | 2026-09-16      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991805657.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          30 | PA      | $30.42        | 0.00%             | 2025-06-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1842 | PA      | $1688.46      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8331383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2656 | PA      | $2518.01      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6365 | PA      | $5949.01      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7846609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         180 | PA      | $162.94       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2078252.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         617 | PA      | $606.71       | 0.00%             | 2026-11-19      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7074204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2451 | PA      | $1509.77      | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7693783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11907 | PA      | $2628.77      | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4706808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5406 | PA      | $0.06         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2408502.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3559 | PA      | $92.56        | 0.00%             | 2027-01-12      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8137296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2261 | PA      | $2221.82      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8152971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5179 | PA      | $4992.71      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-PC1, Class AM                                                    | CUSIP: 12593GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1217000 | PA      | $1202365.45   | 0.05%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8968186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3989 | PA      | $3697.68      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1710592.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         541 | PA      | $530.98       | 0.00%             | 2026-09-14      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991773161.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.06         | 0.00%             | 2030-01-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11513 | PA      | $10532.82     | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7256570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5380 | PA      | $3839.00      | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8252691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1180 | PA      | $1159.83      | 0.00%             | 2026-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991658250.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         229 | PA      | $230.75       | 0.00%             | 2027-01-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8217217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         728 | PA      | $715.78       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4432 | PA      | $4101.43      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8250756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3803 | PA      | $3747.38      | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8269756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3098 | PA      | $3042.34      | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7252834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4847 | PA      | $63.23        | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8705784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10089 | PA      | $9644.07      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5369148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         969 | PA      | $0.08         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12414582.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5750 | PA      | $5942.59      | 0.00%             | 2026-03-25      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8586236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3657 | PA      | $3549.31      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HW27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1307 | PA      | $1366.20      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8987761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6625 | PA      | $6038.41      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1612131.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2772 | PA      | $2810.63      | 0.00%             | 2026-08-15      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                 | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3376947.12   | 0.14%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8156729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15301 | PA      | $15122.96     | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8911612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16788 | PA      | $15722.08     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7790579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1126 | PA      | $1118.65      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Baxter International, Inc.                                                            | Baxter International, Inc.                                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4338006.05   | 0.18%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2632506.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2314 | PA      | $2273.60      | 0.00%             | 2027-02-15      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3330 | PA      | $3276.32      | 0.00%             | 2026-10-18      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2631494.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2952 | PA      | $210.74       | 0.00%             | 2027-02-15      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8829866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12128 | PA      | $10239.60     | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8313509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       50234 | PA      | $48396.45     | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8743164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1282 | PA      | $1202.17      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2197174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7733 | PA      | $7597.38      | 0.00%             | 2027-05-07      | Fixed         | 17.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8961176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40866 | PA      | $38038.67     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8859839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13219 | PA      | $12563.36     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6724 | PA      | $6401.24      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7023843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         231 | PA      | $131.47       | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8984084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32370 | PA      | $29466.24     | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4848622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2069 | PA      | $0.00         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11410185.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13984 | PA      | $14630.43     | 0.00%             | 2027-01-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8406914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12384 | PA      | $7051.85      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12467297.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14026 | PA      | $14276.08     | 0.00%             | 2027-03-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8994044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       47939 | PA      | $43719.08     | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8448034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34397 | PA      | $32551.14     | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198546.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         716 | PA      | $700.36       | 0.00%             | 2026-12-07      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8192987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2767 | PA      | $2675.10      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44028 | PA      | $41253.29     | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8531022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2049 | PA      | $1992.01      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1709643.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1554 | PA      | $1526.34      | 0.00%             | 2026-09-14      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15063599.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1658 | PA      | $1662.47      | 0.00%             | 2025-07-23      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2006513.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         815 | PA      | $799.17       | 0.00%             | 2026-11-09      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8495219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11046 | PA      | $10585.90     | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5175826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3657 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                                                                 | Tencent Holdings Ltd.                                                                             | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     9100000 | PA      | $8265857.51   | 0.33%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6651688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       53478 | PA      | $204.60       | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         742 | PA      | $696.71       | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8421971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2214 | PA      | $2148.53      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1611810.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         832 | PA      | $827.84       | 0.00%             | 2026-08-10      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8080348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19173 | PA      | $18300.38     | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2201641.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4116 | PA      | $4034.27      | 0.00%             | 2026-12-08      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8490 | PA      | $7942.86      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5562047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3095 | PA      | $0.00         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1407 | PA      | $1365.14      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden 75 CLO Ltd.                                                                    | Dryden 75 CLO Ltd., Series 2019-75A, Class AR2                                                    | CUSIP: 26252JAS7<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |    30321000 | PA      | $30230600.90  | 1.23%             | 2034-04-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10998 | PA      | $10686.28     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7533921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10637 | PA      | $7520.14      | 0.00%             | 2025-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7595019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         468 | PA      | $464.95       | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2206 | PA      | $2008.00      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2206448.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4455 | PA      | $4356.34      | 0.00%             | 2026-12-08      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1653086.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5597 | PA      | $5676.83      | 0.00%             | 2026-12-18      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2639288.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8348 | PA      | $8132.99      | 0.00%             | 2027-07-16      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203741.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8095 | PA      | $7867.82      | 0.00%             | 2027-05-23      | Fixed         | 7.33%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4588245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3204 | PA      | $0.00         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8688411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2609 | PA      | $2498.13      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8149082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4124 | PA      | $4022.28      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2079790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3397 | PA      | $2231.03      | 0.00%             | 2026-11-19      | Fixed         | 11.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8555174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9659 | PA      | $8965.93      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2643974.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1881 | PA      | $1848.90      | 0.00%             | 2027-02-28      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8227008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7556 | PA      | $7357.01      | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8621134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2134 | PA      | $2019.49      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         610 | PA      | $558.53       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      900000 | PA      | $924941.82    | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3601 | PA      | $3457.60      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2007383.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1791 | PA      | $1755.16      | 0.00%             | 2026-11-09      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9969 | PA      | $9522.50      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8302242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4792 | PA      | $4690.39      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1979 | PA      | $1940.28      | 0.00%             | 2026-11-09      | Fixed         | 18.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5943947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1308 | PA      | $0.00         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5480752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3098 | PA      | $0.02         | 0.00%             | 2033-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| A-AP Buyer, Inc.                                                                      | A-AP Buyer, Inc., First Lien, Initial CME Term Loan                                               | CUSIP: 00036FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      309208 | PA      | $309207.98    | 0.01%             | 2031-09-09      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2418392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1124 | PA      | $1104.58      | 0.00%             | 2027-01-12      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7992867.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         490 | PA      | $474.82       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5599728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4867 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8418827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       64461 | PA      | $18388.50     | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8073 | PA      | $7886.25      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7050592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         912 | PA      | $9.64         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201126.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7132 | PA      | $6956.67      | 0.00%             | 2026-12-08      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8103231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2292 | PA      | $2212.03      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4881595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1106 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8713665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3116 | PA      | $2608.41      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8083370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27366 | PA      | $26937.38     | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5893929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         788 | PA      | $0.04         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8669821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3866 | PA      | $3681.56      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6838796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1173 | PA      | $14.82        | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5600632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3133 | PA      | $0.04         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4867843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         493 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8040782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2722 | PA      | $2641.27      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991609616.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          57 | PA      | $58.21        | 0.00%             | 2025-09-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7889998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4101 | PA      | $1059.43      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                            | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3453994.38   | 0.14%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8027580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         671 | PA      | $588.95       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5126438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22782 | PA      | $0.86         | 0.00%             | 2033-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7751 | PA      | $7164.37      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4879 | PA      | $4524.01      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4049 | PA      | $3956.86      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5665 | PA      | $5332.26      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                          | Aspire Bakeries Holdings LLC, First Lien, Initial CME Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      274350 | PA      | $275035.56    | 0.01%             | 2030-12-22      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991875332.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7899279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1741 | PA      | $1108.52      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5842093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1240 | PA      | $0.01         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5065404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2639 | PA      | $0.00         | 0.00%             | 2033-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6544501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1687 | PA      | $490.03       | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31410F2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11513 | PA      | $11944.07     | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7924602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11051 | PA      | $10385.02     | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009460.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1418 | PA      | $1389.55      | 0.00%             | 2026-11-09      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2633588.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13390 | PA      | $12920.86     | 0.00%             | 2027-02-28      | Fixed         | 6.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8085032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9808 | PA      | $3797.68      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6189 | PA      | $5764.44      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1550 | PA      | $1514.46      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8096821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9983 | PA      | $9812.75      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8417488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9907 | PA      | $9656.61      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1709924.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         639 | PA      | $626.90       | 0.00%             | 2026-09-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8684755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8846 | PA      | $8526.12      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5364900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1391 | PA      | $0.00         | 0.00%             | 2033-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6063087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4299 | PA      | $0.00         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4449 | PA      | $4189.91      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6164962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3092 | PA      | $0.04         | 0.00%             | 2034-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1323 | PA      | $1291.05      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                         | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4722688.49   | 0.19%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296QNL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1673 | PA      | $1742.28      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8780017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3267 | PA      | $3130.30      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412135.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         197 | PA      | $14.30        | 0.00%             | 2035-01-11      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991782715.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6126543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         452 | PA      | $0.06         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5240561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         993 | PA      | $0.00         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                               | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3500000 | PA      | $3491137.55   | 0.14%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414994.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1002 | PA      | $18.28        | 0.00%             | 2027-01-12      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8102535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         496 | PA      | $409.20       | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                                   | Societe Generale SA                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     7200000 | PA      | $6966607.82   | 0.28%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 173295643.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2327 | PA      | $2349.61      | 0.00%             | 2025-12-28      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Roper Industrial Products Investment Co. LLC                                          | Roper Industrial Products Investment Co. LLC, First Lien, Dollar CME Term Loan, D                 | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      740628 | PA      | $735073.69    | 0.03%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8933451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1261 | PA      | $1158.09      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8072353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3227 | PA      | $3167.17      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009017.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3050 | PA      | $3009.67      | 0.00%             | 2026-11-09      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411936.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3925 | PA      | $3821.13      | 0.00%             | 2027-06-26      | Fixed         | 13.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7902820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1633 | PA      | $1604.57      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6421 | PA      | $5676.38      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200210.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9594 | PA      | $5012.14      | 0.00%             | 2026-12-07      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3083 | PA      | $2990.22      | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7643615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         212 | PA      | $54.42        | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8708858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7348 | PA      | $7042.25      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991639253.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.07         | 0.00%             | 2030-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3783708 | PA      | $2539114.01   | 0.10%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1711112.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6926 | PA      | $6781.67      | 0.00%             | 2026-09-14      | Fixed         | 12.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4765 | PA      | $4564.58      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4532 | PA      | $4234.00      | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10573456.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5246 | PA      | $1133.17      | 0.00%             | 2026-09-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7531562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         160 | PA      | $151.84       | 0.00%             | 2025-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7514860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          65 | PA      | $43.97        | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8296631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9412 | PA      | $9107.62      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                        | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1500000 | PA      | $1411125.45   | 0.06%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4956 | PA      | $4690.40      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8122110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1094 | PA      | $1045.35      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5851647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1396 | PA      | $0.03         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         982 | PA      | $933.85       | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8603464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7537 | PA      | $7328.43      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8148045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         679 | PA      | $674.29       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8549981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10939 | PA      | $10520.34     | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8827182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5866 | PA      | $5602.43      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FirstCash, Inc.                                                                       | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6146229.54   | 0.25%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8445955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       54407 | PA      | $51647.36     | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8322441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1077 | PA      | $1061.51      | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8222983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         999 | PA      | $984.86       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7041176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         320 | PA      | $187.88       | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7602249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         943 | PA      | $930.47       | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8829459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5036 | PA      | $4842.31      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2408955.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1535 | PA      | $128.50       | 0.00%             | 2027-01-11      | Fixed         | 27.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2192438.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5616 | PA      | $5488.25      | 0.00%             | 2026-12-07      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      302902 | PA      | $299419.00    | 0.01%             | 2030-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8187056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31014 | PA      | $29131.07     | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2005313.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28509 | PA      | $28111.94     | 0.00%             | 2027-04-20      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2416354.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2172 | PA      | $2124.03      | 0.00%             | 2027-01-12      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991792953.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          71 | PA      | $68.25        | 0.00%             | 2030-02-06      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8264838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1028 | PA      | $1020.28      | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1648588.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5673 | PA      | $5685.14      | 0.00%             | 2026-10-27      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12171910.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3587 | PA      | $3627.15      | 0.00%             | 2026-01-22      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5293907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2714 | PA      | $0.26         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6400 | PA      | $6105.28      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3613 | PA      | $3464.30      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2637881.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3120 | PA      | $3039.79      | 0.00%             | 2027-07-16      | Fixed         | 14.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7473943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2690 | PA      | $790.43       | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1721007.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7668 | PA      | $1100.68      | 0.00%             | 2027-02-15      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7967330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2297 | PA      | $1237.93      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8065133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         586 | PA      | $576.90       | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8008734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6067 | PA      | $4821.85      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8040290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2464 | PA      | $2426.41      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2120 | PA      | $2009.67      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7812879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2192 | PA      | $536.06       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5855240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6098 | PA      | $0.21         | 0.00%             | 2034-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8095603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2845 | PA      | $2763.35      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7867381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10339 | PA      | $976.64       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5325109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3741 | PA      | $0.10         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8349607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5489 | PA      | $5396.05      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8619537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1072 | PA      | $1032.95      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                                                    | RGA Global Funding                                                                                | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6584873.60   | 0.27%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5966156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4893 | PA      | $0.04         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         698 | PA      | $668.95       | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2394068.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3638 | PA      | $3564.28      | 0.00%             | 2027-01-12      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8090178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         443 | PA      | $439.39       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7668726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         357 | PA      | $288.01       | 0.00%             | 2025-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8470098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5047 | PA      | $4858.23      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6285821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1998 | PA      | $2.75         | 0.00%             | 2034-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7222451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6234 | PA      | $3184.93      | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC, Series 5125, Class IL                                                                      | CUSIP: 3137H1DR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24980656 | PA      | $5384610.33   | 0.22%             | 2047-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8907491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16250 | PA      | $14845.82     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7371685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3456 | PA      | $114.23       | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6266370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8319 | PA      | $592.63       | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8181078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         447 | PA      | $431.65       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7154719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6577 | PA      | $95.82        | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2419307.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6740 | PA      | $6605.14      | 0.00%             | 2027-01-15      | Fixed         | 7.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201429.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4984 | PA      | $4872.85      | 0.00%             | 2026-12-08      | Fixed         | 15.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8847145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7837 | PA      | $7423.43      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4754132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         847 | PA      | $0.01         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4872072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4085 | PA      | $0.16         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8808853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1799 | PA      | $1592.39      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34389 | PA      | $32723.77     | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2198564.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2820 | PA      | $2763.35      | 0.00%             | 2027-05-07      | Fixed         | 27.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4979 | PA      | $4540.62      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Ultra Bonds                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          81 | NC      | $-27970.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                                | UGCard, 991645498.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.37         | 0.00%             | 2030-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8660302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6607 | PA      | $6360.77      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17458875.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2835 | PA      | $2879.89      | 0.00%             | 2027-09-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         935 | PA      | $892.36       | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7910537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16066 | PA      | $10536.95     | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7840090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1654 | PA      | $919.58       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7822313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         869 | PA      | $848.57       | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5802478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7637 | PA      | $0.07         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7828592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         644 | PA      | $639.38       | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4323 | PA      | $3890.19      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albion Financing 3 SARL                                                               | Albion Financing 3 SARL, First Lien, 2025 Amended USD CME Term Loan                               | CUSIP: 00847NAE6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       88197 | PA      | $88280.11     | 0.00%             | 2029-08-16      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6427044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         637 | PA      | $0.24         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413945.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9029 | PA      | $8813.70      | 0.00%             | 2027-01-11      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                               | Leeward Renewable Energy Operations LLC                                                           | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3771858.95   | 0.15%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205206.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16961 | PA      | $16702.25     | 0.00%             | 2027-05-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     4000000 | PA      | $3913101.60   | 0.16%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203382.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3699 | PA      | $3575.91      | 0.00%             | 2026-12-08      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8322500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2869 | PA      | $2842.93      | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410127.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         146 | PA      | $10.57        | 0.00%             | 2025-06-11      | Fixed         | 20.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7163 | PA      | $6773.64      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5695450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26182 | PA      | $1.48         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17112174.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1626 | PA      | $1631.43      | 0.00%             | 2025-08-12      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7974628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1828 | PA      | $1816.57      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7994399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3519 | PA      | $3460.46      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8547393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2462 | PA      | $2323.32      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8097051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         676 | PA      | $648.36       | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         243 | PA      | $238.98       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2108 | PA      | $1939.50      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414473.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         445 | PA      | $438.64       | 0.00%             | 2027-01-12      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4665676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4624 | PA      | $0.02         | 0.00%             | 2033-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8868019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10731 | PA      | $10203.45     | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7761614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1203 | PA      | $1150.51      | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7206160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11872 | PA      | $222.86       | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8166313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1316 | PA      | $1249.26      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8304334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6135 | PA      | $4583.41      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7949670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1573 | PA      | $1554.85      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5090 | PA      | $4764.81      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4643970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2081 | PA      | $0.00         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873408.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1300 | PA      | $1277.10      | 0.00%             | 2026-10-18      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200085.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1408 | PA      | $1377.29      | 0.00%             | 2026-12-08      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5096674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13763 | PA      | $0.53         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2075052.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2969 | PA      | $723.56       | 0.00%             | 2027-04-19      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8144568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1299 | PA      | $1271.10      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7832297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         655 | PA      | $647.79       | 0.00%             | 2025-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8217313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3488 | PA      | $3425.64      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8123226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24134 | PA      | $23777.46     | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5091 | PA      | $4690.18      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8014697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1256 | PA      | $1233.17      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1689329.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4474 | PA      | $4552.42      | 0.00%             | 2027-01-14      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                           | Digicel Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |       72906 | PA      | $8936.64      | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7726890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3972 | PA      | $1173.37      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15806 | PA      | $14588.74     | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2203290.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         714 | PA      | $699.84       | 0.00%             | 2026-12-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1572 | PA      | $1515.66      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2632183.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3720 | PA      | $3652.54      | 0.00%             | 2027-02-15      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2632143.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1922 | PA      | $1880.64      | 0.00%             | 2027-02-15      | Fixed         | 10.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8870696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1653 | PA      | $1444.43      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                                    | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4218461.85   | 0.17%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7781843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         675 | PA      | $231.32       | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6389269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5046 | PA      | $2.53         | 0.00%             | 2034-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7964468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7177 | PA      | $6463.88      | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Matador Resources Co.                                                                 | Matador Resources Co.                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1987436.43   | 0.08%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2079683.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1651 | PA      | $1616.33      | 0.00%             | 2026-11-19      | Fixed         | 10.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8020588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1040 | PA      | $912.79       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009837.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         686 | PA      | $672.08       | 0.00%             | 2026-11-09      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8008601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6115 | PA      | $2911.57      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         864 | PA      | $857.28       | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7502769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         170 | PA      | $131.52       | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13154 | PA      | $11947.97     | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                                | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6383545.38   | 0.26%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200254.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $30.26        | 0.00%             | 2035-05-07      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8840640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33911 | PA      | $32324.84     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2201944.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3759 | PA      | $1772.34      | 0.00%             | 2027-05-08      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                                | First Brands Group LLC, First Lien, 2021 CME Term Loan                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      724039 | PA      | $675039.82    | 0.03%             | 2027-03-30      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1859 | PA      | $713.24       | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8637209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20835 | PA      | $19981.51     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8246946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19686 | PA      | $14012.35     | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7756479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5085 | PA      | $3943.57      | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2196522.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2794 | PA      | $2730.12      | 0.00%             | 2026-12-07      | Fixed         | 23.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7694583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1345 | PA      | $1304.32      | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1603033.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         435 | PA      | $434.62       | 0.00%             | 2035-05-16      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21098 | PA      | $19726.39     | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2766 | PA      | $2549.79      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4995431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6247 | PA      | $0.00         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8215471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          51 | PA      | $49.65        | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2199121.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12715 | PA      | $2477.16      | 0.00%             | 2027-10-07      | Fixed         | 15.58%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 20 Year                                                                                     | CUSIP: 31417Y2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11714 | PA      | $11955.05     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2634591.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         565 | PA      | $554.69       | 0.00%             | 2027-02-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873320.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         781 | PA      | $771.70       | 0.00%             | 2026-10-18      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                           | Asurion LLC, First Lien, New CME Term Loan, B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      238363 | PA      | $230746.88    | 0.01%             | 2028-08-21      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36202U5B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9352 | PA      | $9430.59      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2005075.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         984 | PA      | $20.70        | 0.00%             | 2026-11-09      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         719 | PA      | $709.54       | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7983663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1483 | PA      | $1474.37      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8205976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4408 | PA      | $3675.46      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5390 | PA      | $5055.61      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11508449.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12948 | PA      | $13133.44     | 0.00%             | 2027-03-10      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15117837.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7236 | PA      | $743.44       | 0.00%             | 2026-07-15      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5784874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3818 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7960559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3382 | PA      | $2475.81      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7210379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         892 | PA      | $459.61       | 0.00%             | 2035-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5312373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         721 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1687125.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4277 | PA      | $3585.97      | 0.00%             | 2026-12-16      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2640107.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4645 | PA      | $4537.39      | 0.00%             | 2027-02-16      | Fixed         | 11.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7735985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2176 | PA      | $1340.52      | 0.00%             | 2025-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8396115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3236 | PA      | $2652.65      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414253.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3546 | PA      | $3498.29      | 0.00%             | 2027-01-12      | Fixed         | 16.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8284829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1341 | PA      | $958.49       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8070702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         682 | PA      | $646.92       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7029537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         527 | PA      | $352.72       | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -67 | NC      | $-116149.32   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1708897.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         884 | PA      | $869.02       | 0.00%             | 2026-09-14      | Fixed         | 32.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874063.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3020 | PA      | $2966.71      | 0.00%             | 2026-10-18      | Fixed         | 24.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8517434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2092 | PA      | $2019.92      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2418306.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3641 | PA      | $3576.42      | 0.00%             | 2027-01-12      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6379092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         954 | PA      | $1.18         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8423462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3882 | PA      | $3681.86      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7939914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8119 | PA      | $8072.28      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8791991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2767 | PA      | $2645.54      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7409 | PA      | $7160.13      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6849119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1330 | PA      | $678.95       | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8024460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4421 | PA      | $4374.78      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8463921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1685 | PA      | $1514.20      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8055212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         521 | PA      | $477.88       | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5447961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         697 | PA      | $0.00         | 0.00%             | 2033-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8785201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10273 | PA      | $9713.46      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8281860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4974 | PA      | $3659.10      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2789 | PA      | $2696.34      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8352615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         856 | PA      | $813.71       | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5620066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2868 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8165084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11638 | PA      | $1609.35      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8283355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9715 | PA      | $9484.43      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8445397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12637 | PA      | $1430.18      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1658842.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5154 | PA      | $5225.21      | 0.00%             | 2026-11-09      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8339406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12467 | PA      | $8192.71      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411635.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2286 | PA      | $2237.48      | 0.00%             | 2027-01-11      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8081277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1123 | PA      | $1117.34      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2204440.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         567 | PA      | $555.23       | 0.00%             | 2026-12-08      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7043444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6529 | PA      | $168.46       | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2196412.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         793 | PA      | $781.21       | 0.00%             | 2026-12-07      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 173956639.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1441 | PA      | $1451.41      | 0.00%             | 2026-01-25      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3621 | PA      | $3446.04      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1374810.92   | 0.06%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9375 | PA      | $9017.40      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6624957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3183 | PA      | $9.92         | 0.00%             | 2034-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8286690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1632 | PA      | $1202.12      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8040463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $16.77        | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991618996.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8821423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1129 | PA      | $1057.67      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873307.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         646 | PA      | $634.35       | 0.00%             | 2026-10-18      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7982963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2038 | PA      | $1986.52      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009687.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2661 | PA      | $2609.89      | 0.00%             | 2026-11-09      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2080819.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         996 | PA      | $71.55        | 0.00%             | 2026-11-19      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8810619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4735 | PA      | $4474.17      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1473 | PA      | $1440.41      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9896 | PA      | $9683.64      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8439564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1229 | PA      | $1147.55      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411010.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2376 | PA      | $2331.57      | 0.00%             | 2027-01-11      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         837 | PA      | $796.84       | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8773497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11432 | PA      | $10930.42     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7835086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         902 | PA      | $866.33       | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8635036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3547 | PA      | $3428.43      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009940.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12456 | PA      | $12134.39     | 0.00%             | 2026-11-09      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7768040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1539 | PA      | $1035.03      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8263745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8458 | PA      | $8232.39      | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4039 | PA      | $3843.45      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7608442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5862 | PA      | $2392.53      | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7892192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         945 | PA      | $932.02       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7372921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         988 | PA      | $776.52       | 0.00%             | 2025-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8649064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17211 | PA      | $16628.29     | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4707 | PA      | $4283.40      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8811330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       55141 | PA      | $52474.06     | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2676 | PA      | $2372.22      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7984687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         458 | PA      | $163.26       | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8625165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1640 | PA      | $347.16       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7926597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3105 | PA      | $2661.84      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8473524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10746 | PA      | $10584.98     | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2645131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         691 | PA      | $679.04       | 0.00%             | 2027-02-17      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23338 | PA      | $22459.10     | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009323.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2992 | PA      | $2936.75      | 0.00%             | 2026-11-09      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                                      | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     8150000 | PA      | $8204503.13   | 0.33%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8948009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26045 | PA      | $24129.67     | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8460835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8148 | PA      | $7820.01      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9473 | PA      | $8786.45      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7851469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         223 | PA      | $220.13       | 0.00%             | 2025-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8488063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1828 | PA      | $82.46        | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8113289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1461 | PA      | $1437.55      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8074449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2851 | PA      | $2600.65      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         830 | PA      | $814.27       | 0.00%             | 2027-01-11      | Fixed         | 29.42%                | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4574529.11   | 0.19%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7822598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3157 | PA      | $2950.18      | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5984 | PA      | $5503.88      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9487141.94   | 0.38%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8210538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4646 | PA      | $2909.35      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8101779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15008 | PA      | $11836.89     | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009636.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1593 | PA      | $1562.27      | 0.00%             | 2026-11-09      | Fixed         | 13.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203856.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14456 | PA      | $14082.58     | 0.00%             | 2027-05-08      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7982369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2651 | PA      | $2614.17      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5921918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11547 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2408843.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1212 | PA      | $1185.54      | 0.00%             | 2027-01-11      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8539939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         672 | PA      | $650.79       | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2632915.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8963 | PA      | $8796.31      | 0.00%             | 2027-07-20      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9224 | PA      | $8801.86      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1611387.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3828 | PA      | $516.36       | 0.00%             | 2026-08-09      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         802 | PA      | $531.78       | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8852847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12104 | PA      | $11457.17     | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5618116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8099 | PA      | $0.69         | 0.00%             | 2034-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7876499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         600 | PA      | $539.53       | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2639711.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         742 | PA      | $732.86       | 0.00%             | 2027-02-16      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8241352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       55317 | PA      | $52688.88     | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2206615.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11601 | PA      | $5036.74      | 0.00%             | 2027-10-08      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2640 | PA      | $2465.54      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7665632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         655 | PA      | $557.98       | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7173881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2005 | PA      | $35.59        | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8169199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27513 | PA      | $27022.33     | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8658815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          92 | PA      | $90.71        | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         269 | PA      | $258.95       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11709913.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31380 | PA      | $18903.56     | 0.00%             | 2027-04-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991719643.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $155.40       | 0.00%             | 2029-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2634627.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3800 | PA      | $273.23       | 0.00%             | 2027-02-15      | Fixed         | 28.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6899194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         463 | PA      | $6.78         | 0.00%             | 2035-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8365275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         591 | PA      | $585.57       | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7438053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9004 | PA      | $204.68       | 0.00%             | 2025-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8825752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8425 | PA      | $7954.21      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2642053.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2059 | PA      | $2020.84      | 0.00%             | 2027-02-17      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7950515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1304 | PA      | $15.09        | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       82051 | PA      | $76802.08     | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078431.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         983 | PA      | $966.85       | 0.00%             | 2026-11-19      | Fixed         | 23.70%                | 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        |       15035 | PA      | $11763.88     | 0.00%             | 2045-03-15      | Variable      | 16.26%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6641788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1794 | PA      | $13.00        | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2337 | PA      | $2093.71      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8384557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5530 | PA      | $5411.98      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6685907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6801 | PA      | $750.77       | 0.00%             | 2034-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13324 | PA      | $12729.80     | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8366564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28007 | PA      | $27555.41     | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29131 | PA      | $27713.43     | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2078837.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1187 | PA      | $1168.27      | 0.00%             | 2026-11-19      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2202382.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         861 | PA      | $843.23       | 0.00%             | 2026-12-08      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8643039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24616 | PA      | $23929.26     | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5365 | PA      | $5249.29      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2633249.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2778 | PA      | $2723.16      | 0.00%             | 2027-02-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| KDC/ONE Development Corp., Inc.                                                       | KDC/ONE Development Corp., Inc., First Lien, 2024-2 Refinancing Dollar CME Term Loan              | CUSIP: C4879HAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       93750 | PA      | $93609.38     | 0.00%             | 2028-08-15      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7696123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1502 | PA      | $965.04       | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2824 | PA      | $2499.53      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6154074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4237 | PA      | $0.76         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2416784.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         775 | PA      | $748.44       | 0.00%             | 2027-01-12      | Fixed         | 6.53%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7232784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1542 | PA      | $763.59       | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7769430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2477 | PA      | $2119.76      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9507 | PA      | $8853.87      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2638 | PA      | $2522.92      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413595.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1841 | PA      | $132.42       | 0.00%             | 2027-01-11      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6393441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2464 | PA      | $2.97         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4907364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1372 | PA      | $0.00         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2903897.60   | 0.12%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1099 | PA      | $800.72       | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2960 | PA      | $2821.05      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7980752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         856 | PA      | $503.56       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8887729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15896 | PA      | $15141.59     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7418385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         153 | PA      | $141.59       | 0.00%             | 2025-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7886872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         261 | PA      | $257.67       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5173148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         670 | PA      | $0.00         | 0.00%             | 2033-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078541.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1468 | PA      | $1443.14      | 0.00%             | 2026-11-19      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7309945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         707 | PA      | $478.76       | 0.00%             | 2025-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8877024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4269 | PA      | $4011.21      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8093884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         154 | PA      | $152.79       | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7885639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22598 | PA      | $17643.78     | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OneSky Flight LLC                                                                     | OneSky Flight LLC                                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      700000 | PA      | $707680.81    | 0.03%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36290TUG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9387 | PA      | $9804.29      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2080275.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1617 | PA      | $1591.03      | 0.00%             | 2026-11-19      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009219.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12254 | PA      | $893.31       | 0.00%             | 2026-11-09      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp.                                              | Pebblebrook Hotel LP / PEB Finance Corp.                                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1966178.20   | 0.08%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2336 | PA      | $2287.74      | 0.00%             | 2027-01-11      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2079147.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6877 | PA      | $6799.30      | 0.00%             | 2026-11-19      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12432804.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16320 | PA      | $16587.69     | 0.00%             | 2027-03-09      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8389142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         697 | PA      | $668.07       | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2007377.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7184 | PA      | $7089.99      | 0.00%             | 2026-11-09      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7800953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         502 | PA      | $499.31       | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7353560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4057 | PA      | $3379.67      | 0.00%             | 2025-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2005604.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8564 | PA      | $8339.35      | 0.00%             | 2026-11-15      | Fixed         | 7.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1917 | PA      | $1770.47      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iliad Holding SASU                                                                    | Iliad Holding SASU                                                                                | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     2075000 | PA      | $2105879.76   | 0.09%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6626404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         693 | PA      | $3.06         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8526834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7481 | PA      | $7241.81      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8256099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         690 | PA      | $663.21       | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4067 | PA      | $3961.13      | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2803 | PA      | $2548.92      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6048180.00   | 0.25%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8836102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9670 | PA      | $9209.85      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8619655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2200 | PA      | $2155.56      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9891 | PA      | $9374.08      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1839 | PA      | $1757.04      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2643938.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         789 | PA      | $775.32       | 0.00%             | 2027-02-16      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8308934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14457 | PA      | $14119.02     | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8361586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1560 | PA      | $1489.54      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8966711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34760 | PA      | $32506.76     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8427809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1485 | PA      | $1417.03      | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital One Financial Corp.                                                           | Capital One Financial Corp.                                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8456099.38   | 0.34%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7117443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         315 | PA      | $197.46       | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7931961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7641 | PA      | $4448.12      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8987212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2802 | PA      | $2558.06      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6962127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         224 | PA      | $131.46       | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8923475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2294 | PA      | $2108.41      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      404199 | PA      | $398621.35    | 0.02%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10067 | PA      | $8728.27      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7209 | PA      | $6859.23      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2702 | PA      | $2636.01      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2644100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2189 | PA      | $2119.66      | 0.00%             | 2027-12-16      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Flash Charm, Inc.                                                                     | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      570717 | PA      | $520959.35    | 0.02%             | 2028-03-02      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         742 | PA      | $675.31       | 0.00%             | 2035-04-19      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         534 | PA      | $522.93       | 0.00%             | 2026-12-08      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1710375.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         833 | PA      | $818.43       | 0.00%             | 2026-09-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16627732.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15018 | PA      | $15308.38     | 0.00%             | 2027-10-25      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Fox Corp.                                                                             | Fox Corp.                                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5853018.49   | 0.24%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7790524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2565 | PA      | $85.96        | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8343827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         347 | PA      | $343.26       | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8350389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3345 | PA      | $2860.37      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8650791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6472 | PA      | $5870.76      | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8211626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2161 | PA      | $2125.27      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                         | Gartner, Inc.                                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6905767.40   | 0.28%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8488004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1540 | PA      | $1469.37      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8032318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         498 | PA      | $452.94       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1708 | PA      | $1673.78      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5616046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1631 | PA      | $0.04         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                   | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A2                                     | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1618597 | PA      | $1592887.33   | 0.06%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6164819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         480 | PA      | $0.21         | 0.00%             | 2034-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991879607.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          31 | PA      | $2.15         | 0.00%             | 2030-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Lummus Technology Holdings V LLC                                                      | Lummus Technology Holdings V LLC, First Lien, Amendment No. 2 Refinancing CME Term Loan, B        | CUSIP: 45232UAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      185848 | PA      | $185833.84    | 0.01%             | 2029-12-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991651287.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-26      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1874269.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1794 | PA      | $1763.67      | 0.00%             | 2026-10-18      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Comision Federal de Electricidad                                                      | Comision Federal de Electricidad                                                                  | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |     9500000 | PA      | $8150388.20   | 0.33%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35860 | PA      | $34020.53     | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4764584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         523 | PA      | $0.00         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5293955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5278 | PA      | $0.21         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8047506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1363 | PA      | $1333.89      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8239718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         597 | PA      | $275.13       | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991930808.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.51         | 0.00%             | 2030-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2078513.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7386 | PA      | $7303.76      | 0.00%             | 2026-11-19      | Fixed         | 16.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8215375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2743 | PA      | $2540.13      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8184254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1298 | PA      | $1262.86      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8720364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2837 | PA      | $2378.08      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5213112.90   | 0.21%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6719810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1571 | PA      | $8.00         | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6190982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4546 | PA      | $0.66         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8654845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         680 | PA      | $657.96       | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8223600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         878 | PA      | $853.47       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8625522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3783 | PA      | $3644.70      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7006776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1249 | PA      | $600.52       | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201275.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2222 | PA      | $162.26       | 0.00%             | 2026-12-08      | Fixed         | 22.92%                | No            |                  3 | On Loan: No      |
| Yara International ASA                                                                | Yara International ASA                                                                            | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     1400000 | PA      | $1284057.43   | 0.05%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9000235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5090 | PA      | $4735.66      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8638082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15413 | PA      | $14844.24     | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8636945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11196 | PA      | $10414.14     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008772.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4028 | PA      | $3972.04      | 0.00%             | 2026-11-09      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8602906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5606 | PA      | $5425.85      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7689292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          47 | PA      | $41.03        | 0.00%             | 2025-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2644251.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         624 | PA      | $612.71       | 0.00%             | 2027-02-16      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411493.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6587 | PA      | $6464.49      | 0.00%             | 2027-01-12      | Fixed         | 28.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2043 | PA      | $1880.91      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8525531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12640 | PA      | $12285.08     | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8360828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14866 | PA      | $10855.87     | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4267 | PA      | $4105.04      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6254361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1745 | PA      | $1.14         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7684952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1115 | PA      | $1047.23      | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1646819.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1515 | PA      | $1527.02      | 0.00%             | 2026-10-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200KXP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2972 | PA      | $2969.99      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8539874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8313 | PA      | $5747.03      | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                               | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48200000 | PA      | $46712577.88  | 1.89%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8829570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21388 | PA      | $20267.94     | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5336258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4115 | PA      | $0.00         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7770018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1022 | PA      | $945.34       | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5612507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11600 | PA      | $0.77         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7369 | PA      | $7238.76      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                                                   | COMM Mortgage Trust, Series 2015-CR26, Class B                                                    | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2851000 | PA      | $2795313.41   | 0.11%             | 2048-10-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8158568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3256 | PA      | $2932.25      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8922950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21708 | PA      | $20327.97     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7868573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3437 | PA      | $3162.58      | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8263641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2835 | PA      | $2622.28      | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6614457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2216 | PA      | $18.78        | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8496877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6207 | PA      | $6033.37      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5866568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2638 | PA      | $0.06         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8736821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37665 | PA      | $34323.65     | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8247535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2245 | PA      | $1592.57      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4666 | PA      | $4436.97      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15052242.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27662 | PA      | $28312.96     | 0.00%             | 2027-09-13      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8308182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1237 | PA      | $1112.21      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1290 | PA      | $1233.64      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2080597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         973 | PA      | $956.47       | 0.00%             | 2026-11-19      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7643054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         373 | PA      | $7.34         | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8117156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25285 | PA      | $22091.68     | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5285 | PA      | $4815.48      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1666449.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4573 | PA      | $4561.61      | 0.00%             | 2026-11-09      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1976857.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3665 | PA      | $3590.60      | 0.00%             | 2026-11-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407YH51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23691 | PA      | $24520.57     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7409774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4863 | PA      | $4617.51      | 0.00%             | 2025-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2407947.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1907 | PA      | $1870.62      | 0.00%             | 2027-01-11      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4052 | PA      | $4004.78      | 0.00%             | 2026-10-18      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991667408.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         105 | PA      | $7.37         | 0.00%             | 2026-02-02      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1912 | PA      | $1765.73      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5044794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5731 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11442801.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4092 | PA      | $4199.53      | 0.00%             | 2025-12-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2204236.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2351 | PA      | $2300.73      | 0.00%             | 2026-12-08      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         596 | PA      | $583.96       | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5814016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2868 | PA      | $0.29         | 0.00%             | 2034-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8025631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         280 | PA      | $163.61       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                    | Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4701874.50   | 0.19%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7590419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21397 | PA      | $1221.95      | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8701690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       60476 | PA      | $57950.19     | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9009 | PA      | $8259.27      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| StoneX Group, Inc.                                                                    | StoneX Group, Inc.                                                                                | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2709387.38   | 0.11%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6746092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1222 | PA      | $8.21         | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2206683.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1053 | PA      | $579.11       | 0.00%             | 2026-12-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1901 | PA      | $1810.38      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7942057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3066 | PA      | $65.13        | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31407YEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21733 | PA      | $22400.16     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                 | Bank of America Corp.                                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3008967.12   | 0.12%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2407472.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14789 | PA      | $6272.72      | 0.00%             | 2027-06-11      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2631220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2007 | PA      | $288.95       | 0.00%             | 2027-07-28      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8354432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5059 | PA      | $4920.06      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8441975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2726 | PA      | $2632.85      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                          | Sabine Pass Liquefaction LLC                                                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9865565.10   | 0.40%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8531192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8334 | PA      | $7478.91      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8968276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       94610 | PA      | $87740.00     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7998 | PA      | $7599.03      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411738.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         930 | PA      | $912.07       | 0.00%             | 2027-01-11      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7927748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         860 | PA      | $842.54       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8719712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2642 | PA      | $2550.20      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2411009.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13302 | PA      | $12842.21     | 0.00%             | 2027-01-11      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                              | SCIH Salt Holdings, Inc., First Lien, Incremental CME Term Loan, B1                               | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      403120 | PA      | $399935.75    | 0.02%             | 2029-01-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8461018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14096 | PA      | $13491.84     | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991925238.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8981795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1088 | PA      | $1010.01      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8236342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         309 | PA      | $306.67       | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WRKCo, Inc.                                                                           | WRKCo, Inc.                                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3077955.65   | 0.12%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8155930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1954 | PA      | $1932.37      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5149269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         941 | PA      | $0.00         | 0.00%             | 2033-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5563038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4772 | PA      | $0.03         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200873.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3564 | PA      | $3481.75      | 0.00%             | 2026-12-08      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1501 | PA      | $1378.87      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6431015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3234 | PA      | $5.40         | 0.00%             | 2034-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412468.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23536 | PA      | $9575.99      | 0.00%             | 2027-06-11      | Fixed         | 7.67%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8745157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3324 | PA      | $3185.74      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8235348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10715 | PA      | $10312.87     | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1800000 | PA      | $1758824.12   | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8184581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1879 | PA      | $1850.88      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1071 | PA      | $976.45       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23635000 | PA      | $24167621.34  | 0.98%             | 2055-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1701558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5243 | PA      | $5153.79      | 0.00%             | 2026-09-14      | Fixed         | 29.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5325009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6356 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8877269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2472 | PA      | $2352.32      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4880273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32499 | PA      | $1.15         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7968280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         621 | PA      | $612.52       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7845907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9446 | PA      | $9222.20      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8389274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17357 | PA      | $15235.27     | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991760060.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-02-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2410725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10126 | PA      | $9862.25      | 0.00%             | 2027-06-11      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4068 | PA      | $3700.70      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2204272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         674 | PA      | $659.90       | 0.00%             | 2026-12-08      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3817 | PA      | $3694.36      | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31335GMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           3 | PA      | $2.81         | 0.00%             | 2025-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8533134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6669 | PA      | $6587.19      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8611269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         665 | PA      | $649.10       | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2185222.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3946 | PA      | $288.01       | 0.00%             | 2027-05-07      | Fixed         | 23.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8657901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3636 | PA      | $3387.73      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2642277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3648 | PA      | $3578.72      | 0.00%             | 2027-07-17      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6142 | PA      | $5737.40      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2417691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8896 | PA      | $8597.65      | 0.00%             | 2027-01-12      | Fixed         | 7.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5483 | PA      | $5004.04      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                                    | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3386683.71   | 0.14%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8305027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2533 | PA      | $2516.58      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991735384.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         360 | PA      | $372.55       | 0.00%             | 2028-06-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7782836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1154 | PA      | $11.55        | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8247 | PA      | $7842.64      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                                     | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7811572.31   | 0.32%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991585964.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         326 | PA      | $340.14       | 0.00%             | 2026-05-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7242328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         534 | PA      | $291.39       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          15 | PA      | $14.75        | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7878861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         461 | PA      | $449.89       | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5995769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4698 | PA      | $0.00         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2008069.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5696 | PA      | $415.03       | 0.00%             | 2026-11-09      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411046.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4485 | PA      | $4394.47      | 0.00%             | 2027-01-11      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16197 | PA      | $15133.52     | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5177078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         260 | PA      | $0.16         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8559542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16312 | PA      | $15970.85     | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ABN AMRO Bank NV                                                                      | ABN AMRO Bank NV                                                                                  | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     2100000 | PA      | $2147039.52   | 0.09%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991554451.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         142 | PA      | $126.67       | 0.00%             | 2030-04-17      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8026030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1594 | PA      | $1539.22      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                       | Citigroup, Inc.                                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5499778.48   | 0.22%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27871 | PA      | $22459.22     | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6355 | PA      | $6050.30      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8337532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9365 | PA      | $9109.17      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991649409.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-27      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DQB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6008 | PA      | $6342.78      | 0.00%             | 2031-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7805760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         523 | PA      | $506.92       | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6852615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1041 | PA      | $8.85         | 0.00%             | 2035-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1657278.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3028 | PA      | $3045.35      | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2070515.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2599 | PA      | $187.35       | 0.00%             | 2026-11-19      | Fixed         | 26.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8512865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35030 | PA      | $33865.43     | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7303522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         335 | PA      | $25.76        | 0.00%             | 2025-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8919086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3103 | PA      | $2846.14      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3643 | PA      | $3330.11      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8055348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23031 | PA      | $20566.23     | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2635238.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9908 | PA      | $9722.43      | 0.00%             | 2029-02-15      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6818955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7512 | PA      | $72.27        | 0.00%             | 2035-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5900989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5386 | PA      | $0.03         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11948900.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18192 | PA      | $18716.58     | 0.00%             | 2027-03-18      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5884477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         988 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8217076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2775 | PA      | $2723.82      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8534231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26133 | PA      | $25290.71     | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6010705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4090 | PA      | $0.14         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12065 | PA      | $11286.71     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200204.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5284 | PA      | $5159.97      | 0.00%             | 2026-12-07      | Fixed         | 12.79%                | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                                    | Metropolitan Life Global Funding I                                                                | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9831483.65   | 0.40%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                               | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27000000 | PA      | $36230446.26  | 1.47%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2478 | PA      | $2352.20      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8377299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1295 | PA      | $1268.44      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7375076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6384 | PA      | $2677.58      | 0.00%             | 2025-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8660644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7725 | PA      | $7021.75      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12107351.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10887 | PA      | $11319.99     | 0.00%             | 2027-03-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2008080.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         703 | PA      | $688.88       | 0.00%             | 2026-11-09      | Fixed         | 27.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4820553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10164 | PA      | $0.12         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10041 | PA      | $9580.15      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2077484.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9595 | PA      | $6248.07      | 0.00%             | 2027-04-19      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2631654.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12827 | PA      | $12583.74     | 0.00%             | 2027-07-16      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8754307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1977 | PA      | $1893.66      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       35643 | PA      | $34333.40     | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991742223.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3579 | PA      | $3413.76      | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6732 | PA      | $6587.57      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7639746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       63645 | PA      | $1129.71      | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2032 | PA      | $1906.14      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8166162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1532 | PA      | $777.52       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18456 | PA      | $17758.20     | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7123343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9594 | PA      | $5498.35      | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7709068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19588 | PA      | $17246.99     | 0.00%             | 2025-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413429.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         221 | PA      | $11.17        | 0.00%             | 2027-01-11      | Fixed         | 19.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8189766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4481 | PA      | $4256.12      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8259927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          91 | PA      | $90.37        | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7344575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4105 | PA      | $233.48       | 0.00%             | 2025-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1832 | PA      | $1783.61      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15110260.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16645 | PA      | $16945.62     | 0.00%             | 2027-07-15      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                               | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12100000 | PA      | $12190513.69  | 0.49%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8052271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         669 | PA      | $643.95       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7973824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3115 | PA      | $2979.86      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1694 | PA      | $1604.33      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8221773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5852 | PA      | $5090.04      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8600129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9905 | PA      | $9576.38      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8556557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23627 | PA      | $23102.45     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3010354.24   | 0.12%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7446762.00   | 0.30%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      600000 | PA      | $566021.25    | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                                    | Braskem Idesa SAPI                                                                                | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     3500000 | PA      | $2522354.70   | 0.10%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991731025.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-26      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8104606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26219 | PA      | $25264.86     | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7870033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2883 | PA      | $2422.41      | 0.00%             | 2025-12-06      | 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        |     2184694 | PA      | $2094823.88   | 0.08%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5767488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1233 | PA      | $0.04         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1664327.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1709 | PA      | $1694.48      | 0.00%             | 2026-11-30      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2631951.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4233 | PA      | $2721.06      | 0.00%             | 2027-02-15      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2416916.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2346 | PA      | $2296.96      | 0.00%             | 2027-01-12      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1873344.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6324 | PA      | $6223.17      | 0.00%             | 2026-10-18      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12468566.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18147 | PA      | $18959.07     | 0.00%             | 2027-04-25      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13282 | PA      | $12718.10     | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1647161.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2623 | PA      | $2643.11      | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8962446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11656 | PA      | $10904.46     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2198673.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12671 | PA      | $5606.55      | 0.00%             | 2027-05-07      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4440 | PA      | $4285.22      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8669922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2048 | PA      | $1971.55      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8351752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21726 | PA      | $14267.68     | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2195991.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6624 | PA      | $6562.47      | 0.00%             | 2028-12-07      | Fixed         | 26.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6815367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1775 | PA      | $25.71        | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2628258.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6962 | PA      | $6798.01      | 0.00%             | 2027-02-16      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2639996.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2095 | PA      | $2054.14      | 0.00%             | 2027-02-16      | Fixed         | 9.85%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8501000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3415 | PA      | $3337.11      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8247794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12640 | PA      | $12475.71     | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1646309.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5742 | PA      | $5724.03      | 0.00%             | 2026-10-28      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7837905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7042 | PA      | $5022.40      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411701.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         289 | PA      | $283.53       | 0.00%             | 2027-01-11      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8203009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6433 | PA      | $5100.71      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8376230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4232 | PA      | $532.38       | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2408524.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4163 | PA      | $4020.22      | 0.00%             | 2027-01-11      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8806712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14543 | PA      | $13897.98     | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1379 | PA      | $1316.73      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8144737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1433 | PA      | $1394.69      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5469 | PA      | $5339.01      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4941224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4401 | PA      | $0.00         | 0.00%             | 2033-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8650629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2118 | PA      | $2098.39      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5153369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12680 | PA      | $0.00         | 0.00%             | 2033-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15614 | PA      | $14966.04     | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31406B7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33831 | PA      | $34308.03     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8494878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         671 | PA      | $657.82       | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7179318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11376 | PA      | $438.72       | 0.00%             | 2035-05-02      | None          | 0.00%                 | 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        |    11876236 | PA      | $11398426.72  | 0.46%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                   | U.S. Treasury Long Bonds                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        2044 | NC      | $951996.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                                | UGCard, 991606626.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           2 | PA      | $0.09         | 0.00%             | 2030-01-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                                          | MH Sub I LLC, First Lien, 2024 December New CME Term Loan                                         | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      102413 | PA      | $90114.12     | 0.00%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8180403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         761 | PA      | $756.04       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         408 | PA      | $404.16       | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8441579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8820 | PA      | $8502.78      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1692336.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2643 | PA      | $2668.19      | 0.00%             | 2025-11-28      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8595918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4315 | PA      | $3999.15      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8809001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44101 | PA      | $41824.37     | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8878383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25037 | PA      | $23921.70     | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1506 | PA      | $1376.84      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6777 | PA      | $6186.52      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imperial Brands Finance plc                                                           | Imperial Brands Finance plc                                                                       | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      289000 | PA      | $288410.32    | 0.01%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3521 | PA      | $3339.33      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7962453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         525 | PA      | $395.03       | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ConnectWise LLC                                                                       | ConnectWise LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      281906 | PA      | $281788.61    | 0.01%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11104 | PA      | $9868.14      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6057823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17364 | PA      | $0.16         | 0.00%             | 2034-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $193.27       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991843151.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         150 | PA      | $10.26        | 0.00%             | 2030-05-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7334863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1344 | PA      | $438.08       | 0.00%             | 2025-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991694848.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          40 | PA      | $39.96        | 0.00%             | 2025-07-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2409966.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1740 | PA      | $1707.61      | 0.00%             | 2027-01-11      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2854 | PA      | $2760.61      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2635221.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3313 | PA      | $3237.38      | 0.00%             | 2027-02-15      | Fixed         | 15.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1976 | PA      | $1786.37      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2003971.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11520 | PA      | $11368.47     | 0.00%             | 2026-11-26      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6467555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3596 | PA      | $9.81         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991800849.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           4 | PA      | $0.01         | 0.00%             | 2030-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8010141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1094 | PA      | $851.38       | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2415799.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1982 | PA      | $1941.40      | 0.00%             | 2027-01-12      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10792 | PA      | $10116.88     | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7922714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         841 | PA      | $672.99       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7814581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1431 | PA      | $1410.02      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8708765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2174 | PA      | $2057.90      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2636711.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5253 | PA      | $5164.65      | 0.00%             | 2027-02-16      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8137741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1011 | PA      | $1000.53      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8007925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         580 | PA      | $570.03       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2645630.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5501 | PA      | $5378.25      | 0.00%             | 2027-02-17      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 172665217.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3640 | PA      | $3611.22      | 0.00%             | 2025-12-04      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4868757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3219 | PA      | $0.47         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         429 | PA      | $420.31       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7639378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         352 | PA      | $292.58       | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6439850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7981 | PA      | $44.08        | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3088 | PA      | $2888.72      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4954105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2531 | PA      | $0.00         | 0.00%             | 2033-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8308237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3530 | PA      | $3463.49      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8966112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15190 | PA      | $14194.64     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4805 | PA      | $4575.32      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991773527.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-01-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2008432.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2167 | PA      | $2125.92      | 0.00%             | 2026-11-09      | Fixed         | 31.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8873762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1350 | PA      | $1291.48      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8676964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3409 | PA      | $3274.32      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9121 | PA      | $8918.45      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5662691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         573 | PA      | $0.00         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6604 | PA      | $6348.87      | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7978500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         792 | PA      | $276.89       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991750763.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           5 | PA      | $0.00         | 0.00%             | 2030-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8240040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8600 | PA      | $8549.09      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2199874.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3780 | PA      | $3691.65      | 0.00%             | 2026-12-07      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7895307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20016 | PA      | $390.63       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8155880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         524 | PA      | $480.71       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6433 | PA      | $6147.78      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6884787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3067 | PA      | $48.41        | 0.00%             | 2035-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9773 | PA      | $9567.22      | 0.00%             | 2027-01-11      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7962505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21939 | PA      | $4891.90      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3420278.44   | 0.14%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                                                          | Primary Products Finance LLC, First Lien, 2024 Second Replacement CME Term Loan, B                | CUSIP: 74167NAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      760804 | PA      | $752518.96    | 0.03%             | 2029-04-02      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                                | 1011778 BC ULC / New Red Finance, Inc.                                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $5467844.58   | 0.22%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2197646.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3607 | PA      | $3530.41      | 0.00%             | 2027-01-01      | Fixed         | 16.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20637 | PA      | $18926.46     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8459454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4712 | PA      | $4534.87      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7913638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3132 | PA      | $3098.46      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8915653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         757 | PA      | $662.49       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5368 | PA      | $4600.84      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1611804.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14036 | PA      | $584.66       | 0.00%             | 2027-02-22      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078320.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          81 | PA      | $79.71        | 0.00%             | 2026-11-19      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7287732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         300 | PA      | $198.11       | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2295 | PA      | $1760.20      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7535396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         287 | PA      | $267.52       | 0.00%             | 2025-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                            | Verus Securitization Trust, Series 2023-6, Class A1                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |      568790 | PA      | $574375.59    | 0.02%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7984169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24072 | PA      | $9607.99      | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1711668.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1986 | PA      | $1950.25      | 0.00%             | 2026-09-14      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4589702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3489 | PA      | $0.07         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         796 | PA      | $765.59       | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HJR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1161 | PA      | $1215.70      | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2751 | PA      | $199.39       | 0.00%             | 2026-10-18      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6899300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1221 | PA      | $24.47        | 0.00%             | 2035-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11718 | PA      | $11145.20     | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2640589.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21917 | PA      | $21412.05     | 0.00%             | 2027-02-16      | Fixed         | 12.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8190913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1466 | PA      | $1321.45      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5574351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10696 | PA      | $0.66         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6665226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         463 | PA      | $48.58        | 0.00%             | 2034-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7959671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1570 | PA      | $1534.76      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8372657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8354 | PA      | $5637.60      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5585522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         445 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8021596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3552 | PA      | $3414.69      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Central Parent LLC                                                                    | Central Parent LLC, First Lien, 2024 Refinancing CME Term Loan                                    | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      772122 | PA      | $646756.83    | 0.03%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2007099.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14144 | PA      | $13830.34     | 0.00%             | 2026-11-09      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991869067.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         112 | PA      | $7.87         | 0.00%             | 2030-02-06      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1000 | PA      | $963.15       | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8209555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2356 | PA      | $2304.79      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2195912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3952 | PA      | $3865.37      | 0.00%             | 2026-12-22      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8677309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15683 | PA      | $14981.09     | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                       | 24 Hour Fitness Worldwide, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       45334 | NS      | $1926.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8227182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15993 | PA      | $15517.23     | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7462768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6264 | PA      | $4449.50      | 0.00%             | 2025-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8331517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1505 | PA      | $1464.59      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412839.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4628 | PA      | $4519.75      | 0.00%             | 2027-01-11      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6427394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24524 | PA      | $77.58        | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7808746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15198 | PA      | $11317.15     | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8969801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4718 | PA      | $4411.30      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imprivata, Inc.                                                                       | Imprivata, Inc., First Lien, 2024 Refinancing CME Term Loan                                       | CUSIP: 45323KAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      119382 | PA      | $119807.59    | 0.00%             | 2027-12-01      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         822 | PA      | $340.78       | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8723059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24313 | PA      | $23286.23     | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     5000000 | PA      | $4968366.50   | 0.20%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2200528.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1575 | PA      | $1542.37      | 0.00%             | 2026-12-08      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8244618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10019 | PA      | $9756.67      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7898 | PA      | $7661.34      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7648077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6098 | PA      | $149.98       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22979000 | PA      | $20741352.09  | 0.84%             | 2055-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                                                    | Harbour Energy plc                                                                                | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2508030.00   | 0.10%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6893023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14273 | PA      | $172.62       | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8586937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14733 | PA      | $14228.36     | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8693676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9697 | PA      | $9225.76      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873808.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2154 | PA      | $2116.48      | 0.00%             | 2026-10-18      | Fixed         | 16.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8275956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22370 | PA      | $21895.42     | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2631332.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2219 | PA      | $2166.92      | 0.00%             | 2027-02-15      | Fixed         | 13.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2079636.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         799 | PA      | $785.87       | 0.00%             | 2026-11-19      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2639939.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6194 | PA      | $6048.63      | 0.00%             | 2027-02-16      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414926.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12639 | PA      | $12307.80     | 0.00%             | 2027-01-12      | Fixed         | 9.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7340806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3592 | PA      | $112.68       | 0.00%             | 2025-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                      | CVS Health Corp.                                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2980477.56   | 0.12%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9098 | PA      | $8837.82      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8707975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1339 | PA      | $1272.76      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7765591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4458 | PA      | $3167.53      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6671623.99   | 0.27%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8525273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1670 | PA      | $1612.33      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6651437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         499 | PA      | $122.01       | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8108839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1904 | PA      | $1860.56      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7114 | PA      | $6492.81      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008993.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6548 | PA      | $472.50       | 0.00%             | 2027-04-09      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                               | Hyundai Capital America                                                                           | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1310637.37   | 0.05%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7187317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         420 | PA      | $252.83       | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2765 | PA      | $2686.44      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8125247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3019 | PA      | $1982.11      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414801.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4233 | PA      | $4087.97      | 0.00%             | 2027-01-12      | Fixed         | 6.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2790 | PA      | $2633.96      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1896 | PA      | $1806.53      | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1656183.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2988 | PA      | $2972.48      | 0.00%             | 2026-10-31      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4868 | PA      | $4736.81      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7725481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3330 | PA      | $3144.55      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5325953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27322 | PA      | $1.81         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8926075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20433 | PA      | $19081.92     | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8745072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3371 | PA      | $3212.00      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5537817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         798 | PA      | $0.02         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2413942.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          64 | PA      | $62.81        | 0.00%             | 2027-01-11      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2202867.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1680 | PA      | $1644.67      | 0.00%             | 2026-12-08      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8487531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2324 | PA      | $2267.76      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1292 | PA      | $1237.04      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2392367.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1167 | PA      | $1144.74      | 0.00%             | 2027-01-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                                  | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     4825000 | PA      | $4887633.61   | 0.20%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7714659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6027 | PA      | $1106.61      | 0.00%             | 2025-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8490498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4141 | PA      | $3890.54      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10866 | PA      | $9665.67      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8489060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2810 | PA      | $2752.04      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4606464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12284 | PA      | $0.91         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hexion Holdings Corp.                                                                 | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                                         | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      481590 | PA      | $455502.20    | 0.02%             | 2030-03-15      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         702 | PA      | $668.02       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2080998.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         371 | PA      | $366.79       | 0.00%             | 2026-11-19      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6127052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2897 | PA      | $0.00         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                             | Sedgwick Claims Management Services, Inc., First Lien, 2024 CME Term Loan                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      432295 | PA      | $430775.92    | 0.02%             | 2031-07-31      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6927 | PA      | $6323.90      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2196899.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2763 | PA      | $2701.80      | 0.00%             | 2026-12-15      | Fixed         | 24.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8253659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         386 | PA      | $351.94       | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8202392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          94 | PA      | $91.66        | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2348 | PA      | $1206.18      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1702152.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2546 | PA      | $2523.88      | 0.00%             | 2027-01-14      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4711828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3618 | PA      | $0.00         | 0.00%             | 2033-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9252 | PA      | $6566.38      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8803529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26656 | PA      | $25362.18     | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7697948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3208 | PA      | $2190.60      | 0.00%             | 2025-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4886912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2287 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5157152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4186 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5112445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         344 | PA      | $0.11         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 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        |     3417534 | PA      | $3044478.16   | 0.12%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15099844.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1173 | PA      | $1179.11      | 0.00%             | 2025-07-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2201525.50   | 0.09%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8282795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1488 | PA      | $1431.37      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8320034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25645 | PA      | $25055.26     | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         966 | PA      | $931.19       | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7285398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1657 | PA      | $1021.86      | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5874482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         657 | PA      | $0.02         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5350 | PA      | $5131.82      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8322107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2153 | PA      | $1625.70      | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1870381.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2942 | PA      | $2892.20      | 0.00%             | 2026-10-18      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                            | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3761000 | PA      | $3716538.21   | 0.15%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5175259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          69 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1704 | PA      | $1515.01      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6475454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2557 | PA      | $4.30         | 0.00%             | 2034-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6122 | PA      | $5845.66      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8666384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30450 | PA      | $28809.86     | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2632212.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1935 | PA      | $1896.98      | 0.00%             | 2027-02-15      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26785 | PA      | $25037.44     | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4100 | PA      | $3791.81      | 0.00%             | 2026-05-11      | 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        |    11500000 | PA      | $11293287.50  | 0.46%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078089.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11238 | PA      | $11031.18     | 0.00%             | 2027-04-19      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8375 | PA      | $7744.83      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8785605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21347 | PA      | $20126.75     | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8684229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2309 | PA      | $2217.47      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2645842.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1644 | PA      | $1618.19      | 0.00%             | 2027-02-17      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991922928.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          16 | PA      | $16.40        | 0.00%             | 2025-08-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5934059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1242 | PA      | $0.00         | 0.00%             | 2034-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2488 | PA      | $2367.84      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8458765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4593 | PA      | $4545.46      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8118872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1374 | PA      | $1355.22      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873304.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         662 | PA      | $650.67       | 0.00%             | 2026-10-18      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6277033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3011 | PA      | $3.42         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9104 | PA      | $8516.09      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5732624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11619 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13425 | PA      | $12415.21     | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     5500000 | PA      | $5518935.90   | 0.22%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8003744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1523 | PA      | $366.45       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873180.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         431 | PA      | $423.92       | 0.00%             | 2026-10-18      | Fixed         | 24.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3267 | PA      | $2982.63      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4182 | PA      | $3849.78      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009287.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2315 | PA      | $2265.40      | 0.00%             | 2026-11-09      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16949 | PA      | $16141.96     | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7675618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38440 | PA      | $786.43       | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7985560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3363 | PA      | $3281.68      | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24866 | PA      | $23077.47     | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5743 | PA      | $5654.36      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8637175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1321 | PA      | $1248.97      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12897 | PA      | $12081.97     | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12172482.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18996 | PA      | $19811.74     | 0.00%             | 2027-07-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991678784.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-02      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1611798.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4454 | PA      | $4612.96      | 0.00%             | 2026-09-01      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2407461.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2471 | PA      | $2419.43      | 0.00%             | 2027-01-11      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3732 | PA      | $3412.44      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6453 | PA      | $6037.98      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6435 | PA      | $6184.11      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2643572.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         905 | PA      | $884.82       | 0.00%             | 2027-02-16      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991830029.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-11-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                           | Asurion LLC, Second Lien, New CME Term Loan, B4                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      500693 | PA      | $461263.59    | 0.02%             | 2029-01-19      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1708807.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3765 | PA      | $3719.06      | 0.00%             | 2026-09-14      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8098050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         625 | PA      | $623.04       | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5004424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1829 | PA      | $0.08         | 0.00%             | 2033-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2645900.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1038 | PA      | $1020.63      | 0.00%             | 2027-02-17      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| FedEx Corp.                                                                           | FedEx Corp.                                                                                       | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $866606.90    | 0.04%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8865093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10385 | PA      | $9536.11      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8660091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10380 | PA      | $9934.17      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8332716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3290 | PA      | $3247.39      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7401342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1652 | PA      | $1454.78      | 0.00%             | 2025-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8460259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1111 | PA      | $1085.25      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7830539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1793 | PA      | $1608.68      | 0.00%             | 2025-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7215803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3486 | PA      | $187.27       | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8658245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7206 | PA      | $6709.82      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5876 | PA      | $5765.60      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15025 | PA      | $14231.72     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4875940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7944 | PA      | $0.80         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio                                | Institutional Fiduciary Trust - Money Market Portfolio                                            | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |    22283127 | NS      | $22283127.25  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198350.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         384 | PA      | $375.31       | 0.00%             | 2026-12-07      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8012604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2623 | PA      | $2582.84      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5534689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3849 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7706803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2376 | PA      | $1810.88      | 0.00%             | 2025-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6909057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         172 | PA      | $71.75        | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8122481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22871 | PA      | $19540.23     | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2636372.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3248 | PA      | $3191.50      | 0.00%             | 2027-02-15      | Fixed         | 30.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16800634.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29380 | PA      | $29996.90     | 0.00%             | 2027-10-28      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411177.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2494 | PA      | $0.00         | 0.00%             | 2027-06-11      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5787 | PA      | $5525.00      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6753247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9691 | PA      | $141.63       | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2639867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1060 | PA      | $1041.90      | 0.00%             | 2027-02-19      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      222413 | PA      | $224917.28    | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203557.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         674 | PA      | $659.86       | 0.00%             | 2026-12-08      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2606 | PA      | $2420.25      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8421561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5733 | PA      | $5574.41      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6795315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1229 | PA      | $20.98        | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5980129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         695 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3912 | PA      | $3832.19      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008329.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2240 | PA      | $2183.02      | 0.00%             | 2026-11-09      | Fixed         | 10.30%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4814103.00   | 0.20%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12097459.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11340 | PA      | $11536.50     | 0.00%             | 2027-03-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5527 | PA      | $5429.54      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7108839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5096 | PA      | $3494.07      | 0.00%             | 2035-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5031471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5258 | PA      | $0.00         | 0.00%             | 2033-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4990668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1655 | PA      | $0.02         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8764105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2096 | PA      | $1940.05      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2751 | PA      | $2474.82      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8685648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39924 | PA      | $34955.20     | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AutoNation, Inc.                                                                      | AutoNation, Inc.                                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1864358.01   | 0.08%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4627586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4624 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7223 | PA      | $6850.43      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5773 | PA      | $5497.56      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7526613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         753 | PA      | $650.07       | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9000354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18815 | PA      | $17575.57     | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8058629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8082 | PA      | $7694.20      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8118946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3397 | PA      | $3333.19      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1877 | PA      | $1793.45      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2007649.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1907 | PA      | $1874.12      | 0.00%             | 2026-11-09      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2397 | PA      | $2284.07      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8828285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23850 | PA      | $22886.00     | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8509415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       50444 | PA      | $37051.07     | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8547438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       49594 | PA      | $48207.06     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5741303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2044 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6582337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         569 | PA      | $51.62        | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991547820.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1711960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1046 | PA      | $1024.35      | 0.00%             | 2026-09-14      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2076836.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5371 | PA      | $815.80       | 0.00%             | 2027-04-19      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8722685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5285 | PA      | $5016.53      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5507000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       38614 | PA      | $0.89         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC                      | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7704075.20   | 0.31%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7929420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2513 | PA      | $445.12       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2203269.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1927 | PA      | $1899.18      | 0.00%             | 2026-12-08      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7289438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          85 | PA      | $58.45        | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2197220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1609 | PA      | $1579.32      | 0.00%             | 2027-05-07      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8361496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2507 | PA      | $2422.34      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7091737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         949 | PA      | $255.79       | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13270 | PA      | $12107.66     | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7876414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         118 | PA      | $110.93       | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                                    | Neon Maple US Debt Mergersub, Inc., First Lien, Term Loan, B1                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      755961 | PA      | $752060.36    | 0.03%             | 2031-11-17      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8367963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4880 | PA      | $4756.42      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5835079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         683 | PA      | $0.03         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2202707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3957 | PA      | $3864.01      | 0.00%             | 2026-12-08      | Fixed         | 11.01%                | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2744656.22   | 0.11%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 173203429.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6914 | PA      | $6873.90      | 0.00%             | 2025-12-23      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2205293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         481 | PA      | $471.41       | 0.00%             | 2026-12-08      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7061323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34494 | PA      | $681.65       | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8186644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4296 | PA      | $4213.77      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6632388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6201 | PA      | $37.49        | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5537728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2668 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K7MM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41937 | PA      | $42453.14     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                              | COLT Mortgage Loan Trust, Series 2022-4, Class A1                                                 | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2968837 | PA      | $2946672.91   | 0.12%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8706435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2568 | PA      | $2455.96      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8011797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         987 | PA      | $957.28       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991550463.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $1.24         | 0.00%             | 2030-05-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8264370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         834 | PA      | $815.76       | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5597497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1451 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8395913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1358 | PA      | $1312.68      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         686 | PA      | $662.51       | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7318018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6392 | PA      | $104.94       | 0.00%             | 2025-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8119177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4545 | PA      | $4482.78      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7265 | PA      | $6803.93      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5619464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         646 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4962 | PA      | $4601.45      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991663324.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          72 | PA      | $75.63        | 0.00%             | 2027-05-29      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       29183 | PA      | $28008.08     | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8165492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6079 | PA      | $5954.91      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18126 | PA      | $17315.49     | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2213 | PA      | $2114.28      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991637080.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          11 | PA      | $0.77         | 0.00%             | 2030-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8010866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1024 | PA      | $957.06       | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8621045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3402 | PA      | $3185.57      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11694359.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1830 | PA      | $1836.68      | 0.00%             | 2027-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8326653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4162 | PA      | $4051.98      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8613403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17424 | PA      | $16725.87     | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8098680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15031 | PA      | $11074.28     | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2080860.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8423 | PA      | $8274.99      | 0.00%             | 2026-11-19      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7566458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5997 | PA      | $4776.79      | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8719774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25213 | PA      | $24147.18     | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6533670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2210 | PA      | $14.61        | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6771134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18506 | PA      | $104.79       | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8352758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       88019 | PA      | $75403.61     | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4811 | PA      | $4543.08      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16238 | PA      | $15037.39     | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8561019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16295 | PA      | $15565.89     | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2077767.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4319 | PA      | $4242.00      | 0.00%             | 2026-11-19      | Fixed         | 20.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8798 | PA      | $8372.59      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8104468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1355 | PA      | $1340.12      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8145091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3628 | PA      | $3563.11      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8323377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3945 | PA      | $3023.57      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Highline Aftermarket Acquisition LLC                                                  | Highline Aftermarket Acquisition LLC, First Lien, 2025-1 CME Term Loan                            | CUSIP: 43110HAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      434595 | PA      | $435138.03    | 0.02%             | 2030-02-13      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2408471.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2368 | PA      | $2313.88      | 0.00%             | 2027-01-11      | Fixed         | 11.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8283828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2428 | PA      | $1121.03      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8100592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19054 | PA      | $15219.70     | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1533 | PA      | $1474.62      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8144789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5555 | PA      | $5429.07      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7899843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1572 | PA      | $1111.98      | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1870887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         754 | PA      | $741.15       | 0.00%             | 2026-10-18      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8625654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1573 | PA      | $1484.06      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2204874.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6131 | PA      | $1328.44      | 0.00%             | 2027-06-07      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       64215 | PA      | $61500.97     | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8412740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18060 | PA      | $17786.86     | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15053337.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4565 | PA      | $4759.26      | 0.00%             | 2026-07-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8478941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2572 | PA      | $2532.40      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6845960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2479 | PA      | $22.59        | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8484092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5555 | PA      | $5349.52      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8273623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4325 | PA      | $4020.70      | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                           | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     9900000 | PA      | $9991538.27   | 0.40%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8255354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         893 | PA      | $494.38       | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1462 | PA      | $1400.84      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8937100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       64956 | PA      | $59887.74     | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6745247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         775 | PA      | $6.67         | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8722463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7595 | PA      | $7199.21      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8715 | PA      | $8148.04      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200514.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4358 | PA      | $4266.00      | 0.00%             | 2026-12-08      | Fixed         | 18.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         243 | PA      | $240.48       | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6064155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         694 | PA      | $0.00         | 0.00%             | 2034-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12168636.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8999 | PA      | $9138.73      | 0.00%             | 2027-03-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1626833.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8523 | PA      | $4572.70      | 0.00%             | 2027-07-25      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1334 | PA      | $1290.09      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8873449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7113 | PA      | $6710.05      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8417241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3758 | PA      | $3586.29      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11397497.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11242 | PA      | $11441.69     | 0.00%             | 2027-04-19      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7725398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3637 | PA      | $73.62        | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2947 | PA      | $2766.16      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3298 | PA      | $3155.52      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15053612.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4161 | PA      | $4227.93      | 0.00%             | 2026-07-26      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991617793.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           7 | PA      | $0.00         | 0.00%             | 2030-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991666023.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $1.22         | 0.00%             | 2030-01-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8076650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12030 | PA      | $11677.47     | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8471149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1079 | PA      | $1032.05      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11625 | PA      | $11127.09     | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6245571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         533 | PA      | $0.34         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009896.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         822 | PA      | $804.75       | 0.00%             | 2026-11-09      | Fixed         | 24.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2640894.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14696 | PA      | $14462.92     | 0.00%             | 2027-02-16      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5550 | PA      | $5287.82      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5923022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1435 | PA      | $0.00         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4588002.00   | 0.19%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2171 | PA      | $2127.61      | 0.00%             | 2026-11-15      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8625135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         424 | PA      | $414.92       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412502.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7888 | PA      | $7738.74      | 0.00%             | 2027-01-11      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8366185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5925 | PA      | $5722.40      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         381 | PA      | $358.98       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9008810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9462 | PA      | $8837.02      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Soliant Lower Intermediate LLC                                                        | Soliant Lower Intermediate LLC, First Lien, Initial CME Term Loan                                 | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      264122 | PA      | $258013.98    | 0.01%             | 2031-07-18      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6191154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2148 | PA      | $0.90         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2636201.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3076 | PA      | $3003.77      | 0.00%             | 2027-02-28      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22967 | PA      | $21366.44     | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8436193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3417 | PA      | $3311.49      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6967 | PA      | $6741.17      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8052007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         144 | PA      | $143.79       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7411525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1444 | PA      | $147.87       | 0.00%             | 2025-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7790161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4497 | PA      | $1648.71      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2633604.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1420 | PA      | $1396.17      | 0.00%             | 2027-02-15      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5840394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7735 | PA      | $0.18         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8720838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1953 | PA      | $1867.82      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7956516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5746 | PA      | $5653.25      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4199 | PA      | $3046.16      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4541 | PA      | $4372.41      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4838333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         750 | PA      | $0.01         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8101689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1126 | PA      | $1054.95      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1611807.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5519 | PA      | $5595.33      | 0.00%             | 2026-08-10      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5235 | PA      | $4895.19      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1749006.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5704 | PA      | $5745.74      | 0.00%             | 2027-03-31      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7577 | PA      | $5291.23      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2389418.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2977 | PA      | $2915.79      | 0.00%             | 2027-01-12      | Fixed         | 22.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4036 | PA      | $3853.75      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15007182.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6160 | PA      | $6284.03      | 0.00%             | 2027-07-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5981924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12026 | PA      | $0.65         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1698709.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6568 | PA      | $6554.47      | 0.00%             | 2027-01-20      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8251328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       24530 | PA      | $22644.35     | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VICI Properties LP                                                                    | VICI Properties LP                                                                                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4953013.50   | 0.20%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7282931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7273 | PA      | $5441.20      | 0.00%             | 2025-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2006375.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1425 | PA      | $1393.89      | 0.00%             | 2026-11-09      | Fixed         | 21.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991638710.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.02         | 0.00%             | 2030-04-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3602 | PA      | $3302.02      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205661.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4755 | PA      | $4644.26      | 0.00%             | 2026-12-08      | Fixed         | 11.13%                | No            |                  3 | On Loan: No      |
| CPM Holdings, Inc.                                                                    | CPM Holdings, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      742481 | PA      | $720514.91    | 0.03%             | 2028-09-28      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1874328.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3803 | PA      | $3755.73      | 0.00%             | 2026-10-18      | Fixed         | 14.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7243236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8746 | PA      | $208.96       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         852 | PA      | $802.35       | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2198376.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9589 | PA      | $9373.60      | 0.00%             | 2026-12-07      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8857753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       28780 | PA      | $26426.08     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3693 | PA      | $3615.24      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1712567.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1305 | PA      | $1283.94      | 0.00%             | 2026-09-14      | Fixed         | 31.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7739 | PA      | $7207.90      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8181974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5057 | PA      | $1542.40      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202D2D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29519 | PA      | $29848.80     | 0.00%             | 2033-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8339247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8514 | PA      | $136.75       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8792611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40390 | PA      | $37784.11     | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6547411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14177 | PA      | $41.62        | 0.00%             | 2034-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8040116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1289 | PA      | $1247.28      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         565 | PA      | $545.39       | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8485266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5321 | PA      | $5152.55      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8830110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       91606 | PA      | $87516.85     | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991894965.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2785 | PA      | $2896.66      | 0.00%             | 2027-02-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7880155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1351 | PA      | $158.11       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Playtika Holding Corp.                                                                | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |      690617 | PA      | $676407.16    | 0.03%             | 2028-03-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     4000000 | PA      | $3891304.80   | 0.16%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8124817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1528 | PA      | $355.57       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8451367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2531 | PA      | $2462.78      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8665799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7726 | PA      | $7471.64      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1708159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         689 | PA      | $677.23       | 0.00%             | 2026-09-14      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2077278.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         748 | PA      | $730.25       | 0.00%             | 2026-11-19      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Amgen, Inc.                                                                           | Amgen, Inc.                                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3789761.20   | 0.15%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1287 | PA      | $618.02       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23018 | PA      | $21285.42     | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12408200.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1246 | PA      | $1249.42      | 0.00%             | 2027-03-24      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7674523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6180 | PA      | $138.41       | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5277 | PA      | $4942.83      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1709424.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5737 | PA      | $5667.44      | 0.00%             | 2026-09-14      | Fixed         | 18.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991664635.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6015748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3151 | PA      | $0.03         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2631558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6826 | PA      | $6669.77      | 0.00%             | 2027-02-15      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         340 | PA      | $350.71       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2413560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1763 | PA      | $1726.40      | 0.00%             | 2027-01-11      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5979 | PA      | $5804.55      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4675799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3282 | PA      | $0.06         | 0.00%             | 2033-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2637903.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5841 | PA      | $5732.57      | 0.00%             | 2027-02-16      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4879124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4098 | PA      | $0.05         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verde Purchaser LLC                                                                   | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |      726855 | PA      | $722144.88    | 0.03%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1265 | PA      | $1190.72      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5132006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         790 | PA      | $0.00         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8672544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1348 | PA      | $1280.28      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8870278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15930 | PA      | $15117.98     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5754310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1070 | PA      | $0.00         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Radiology Specialists, Inc.                                                        | US Radiology Specialists, Inc. (US Outpatient Imaging Services, Inc.), First Lien, CME Term Loan  | CUSIP: 90372AAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6275326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2114 | PA      | $1.94         | 0.00%             | 2034-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7580830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7123 | PA      | $4158.70      | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7275 | PA      | $7149.87      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2768 | PA      | $2336.69      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1068 | PA      | $1037.81      | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2605748.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1206 | PA      | $282.49       | 0.00%             | 2027-07-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2415810.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2706 | PA      | $2650.44      | 0.00%             | 2027-06-12      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8377349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         628 | PA      | $621.49       | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                                    | Southern Co. (The)                                                                                | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6333268.33   | 0.26%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8390639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1392 | PA      | $1161.34      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6537472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2567 | PA      | $3.60         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991719423.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2029-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1710379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         539 | PA      | $529.34       | 0.00%             | 2026-09-14      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3382 | PA      | $3256.38      | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8736695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4545 | PA      | $4318.66      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8854115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10183 | PA      | $9757.17      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7782513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1149 | PA      | $899.25       | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8635256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30123 | PA      | $28377.71     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6909141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19068 | PA      | $287.66       | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8236507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         163 | PA      | $160.64       | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991683577.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Maximus, Inc.                                                                         | Maximus, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 57779FAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      281108 | PA      | $279000.07    | 0.01%             | 2031-05-30      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1711759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4298 | PA      | $4237.78      | 0.00%             | 2027-07-14      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991829108.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           1 | PA      | $0.68         | 0.00%             | 2030-02-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8247695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1301 | PA      | $1221.95      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7603430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5224 | PA      | $2079.62      | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7565348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1908 | PA      | $1347.91      | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8040547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2909 | PA      | $2675.09      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8168375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8599 | PA      | $8421.33      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      275862 | PA      | $270798.63    | 0.01%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2008480.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6664 | PA      | $6522.70      | 0.00%             | 2026-11-09      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6534 | PA      | $6297.30      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7992311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1166 | PA      | $1159.65      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7755718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1328 | PA      | $915.88       | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8284632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3289 | PA      | $3116.05      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 20 Year                                                                                     | CUSIP: 31417YAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7095 | PA      | $7139.20      | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991707574.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          24 | PA      | $11.88        | 0.00%             | 2025-08-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5568881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1314 | PA      | $0.08         | 0.00%             | 2033-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8675400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1776 | PA      | $1709.40      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1695982.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          49 | PA      | $0.64         | 0.00%             | 2035-01-14      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                       | CSAIL Commercial Mortgage Trust, Series 2021-C20, Class XA                                        | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39524479 | PA      | $1723271.23   | 0.07%             | 2054-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 991683457.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991754591.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          17 | PA      | $1.12         | 0.00%             | 2030-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8078243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1422 | PA      | $1220.29      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7639049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         495 | PA      | $406.84       | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2644502.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9751 | PA      | $1379.68      | 0.00%             | 2027-07-16      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8337895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1448 | PA      | $1366.42      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8398221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10369 | PA      | $10012.76     | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                             | OBX Trust, Series 2024-NQM8, Class A1                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |     2931808 | PA      | $2960547.28   | 0.12%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009558.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12410 | PA      | $12312.07     | 0.00%             | 2028-11-09      | Fixed         | 26.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8163975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7655 | PA      | $7537.66      | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2205802.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2135 | PA      | $154.31       | 0.00%             | 2026-12-08      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         705 | PA      | $574.21       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7901133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3155 | PA      | $2929.11      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8870 | PA      | $8325.12      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7794291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1915 | PA      | $708.57       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991757545.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         191 | PA      | $194.74       | 0.00%             | 2028-12-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         964 | PA      | $918.55       | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991808749.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-10-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8318218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         373 | PA      | $221.03       | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3468 | PA      | $3223.90      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4842605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4000 | PA      | $0.00         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6243792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2999 | PA      | $3.96         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7938306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1852 | PA      | $1834.69      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8810676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2677 | PA      | $2500.99      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7158189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1023 | PA      | $690.55       | 0.00%             | 2035-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8756504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5626 | PA      | $5462.07      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2410907.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1675 | PA      | $1638.23      | 0.00%             | 2027-01-11      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                          | Acrisure LLC, First Lien, CME Term Loan, B6                                                       | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      282417 | PA      | $279770.28    | 0.01%             | 2030-11-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8602325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7338 | PA      | $5832.11      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8470851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2245 | PA      | $2193.82      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8921608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         981 | PA      | $895.64       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8912649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9578 | PA      | $8698.59      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                                    | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9789297.70   | 0.40%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7769643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1249 | PA      | $23.75        | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7732561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3432 | PA      | $2749.97      | 0.00%             | 2025-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2629665.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3678 | PA      | $2452.83      | 0.00%             | 2027-02-15      | Fixed         | 24.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2410860.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3411 | PA      | $878.39       | 0.00%             | 2027-01-15      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2411982.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2489 | PA      | $2436.80      | 0.00%             | 2027-01-11      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8796953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         613 | PA      | $562.31       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8091464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7612 | PA      | $6923.91      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7062617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20347 | PA      | $424.54       | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2407160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8025 | PA      | $7914.83      | 0.00%             | 2027-01-11      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991912584.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          28 | PA      | $28.03        | 0.00%             | 2030-05-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8950599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       44310 | PA      | $41417.12     | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4879828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1403 | PA      | $0.03         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                                  | Watco Cos. LLC / Watco Finance Corp.                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2796634.68   | 0.11%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8817896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10445 | PA      | $9925.19      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7514863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9340 | PA      | $175.77       | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7964799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5970 | PA      | $5206.08      | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7862 | PA      | $7378.71      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5251953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1860 | PA      | $0.10         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8108969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7769 | PA      | $7693.78      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1688964.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6189 | PA      | $6141.81      | 0.00%             | 2026-12-21      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1667997.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3437 | PA      | $3414.85      | 0.00%             | 2026-11-12      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7742967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1613 | PA      | $1184.52      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K4AB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34749 | PA      | $35267.66     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7112255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2323 | PA      | $45.51        | 0.00%             | 2035-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8766315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21335 | PA      | $19444.40     | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5756610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4556 | PA      | $0.06         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8773284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         611 | PA      | $525.66       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7729346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         690 | PA      | $673.76       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2412786.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4164 | PA      | $4076.33      | 0.00%             | 2027-01-11      | Fixed         | 24.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2631621.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14556 | PA      | $14136.84     | 0.00%             | 2029-02-15      | Fixed         | 15.64%                | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                                       | Santander UK Group Holdings plc                                                                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     6700000 | PA      | $6468248.07   | 0.26%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                                      | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4000000 | PA      | $4004191.48   | 0.16%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                         | UniCredit SpA                                                                                     | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     5300000 | PA      | $4748682.29   | 0.19%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8061716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14393 | PA      | $14074.16     | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2202576.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7058 | PA      | $515.93       | 0.00%             | 2027-10-08      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8521163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         228 | PA      | $222.24       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8309618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         493 | PA      | $482.82       | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7021179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         189 | PA      | $104.66       | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7683369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         283 | PA      | $282.45       | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8213268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4775 | PA      | $3790.39      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                              | U.S. Treasury Notes                                                                               | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39000000 | PA      | $38289316.26  | 1.55%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2216 | PA      | $2171.51      | 0.00%             | 2027-01-11      | Fixed         | 27.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8545 | PA      | $7206.33      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13874 | PA      | $12948.44     | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8467502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5652 | PA      | $5508.53      | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991674428.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          10 | PA      | $9.98         | 0.00%             | 2030-05-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9111 | PA      | $8821.27      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7861344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1342 | PA      | $1254.85      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7913838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         511 | PA      | $456.84       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7074171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          60 | PA      | $37.84        | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8064804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         668 | PA      | $644.09       | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7405039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6254 | PA      | $5124.03      | 0.00%             | 2025-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8055206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         227 | PA      | $189.39       | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6848265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1144 | PA      | $17.21        | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1599440.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         830 | PA      | $857.21       | 0.00%             | 2026-08-05      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7847801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         801 | PA      | $632.32       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7515221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2318 | PA      | $1994.72      | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5983869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1723 | PA      | $0.20         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8758559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1833 | PA      | $1741.04      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8710948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14908 | PA      | $14278.46     | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7647696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11385 | PA      | $160.42       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31379FGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12642 | PA      | $13017.95     | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5210 | PA      | $5053.20      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DTE Energy Co.                                                                        | DTE Energy Co.                                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5757584.71   | 0.23%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1873980.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1252 | PA      | $1232.26      | 0.00%             | 2026-10-28      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2639130.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1956 | PA      | $1917.61      | 0.00%             | 2027-02-16      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4693941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8872 | PA      | $0.02         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rutas 2 and 7 Finance Ltd.                                                            | Rutas 2 and 7 Finance Ltd.                                                                        | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      920000 | PA      | $654046.14    | 0.03%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2126 | PA      | $2056.80      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7630072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         659 | PA      | $251.99       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8378286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2368 | PA      | $2333.45      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8213869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10901 | PA      | $10529.09     | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK5 Trust                                                                           | BANK5 Trust, Series 2025-5YR13, Class XA                                                          | CUSIP: 06650CAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49412903 | PA      | $2186501.19   | 0.09%             | 2058-01-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6753008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6085 | PA      | $35.13        | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1954 | PA      | $1879.15      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4753 | PA      | $4269.81      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                           | Asurion LLC, First Lien, New CME Term Loan, B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       86964 | PA      | $84526.41     | 0.00%             | 2028-08-21      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6410608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23537 | PA      | $20.88        | 0.00%             | 2034-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8981596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6159 | PA      | $5617.36      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2198520.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5420 | PA      | $391.27       | 0.00%             | 2026-12-22      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7332668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         645 | PA      | $568.64       | 0.00%             | 2025-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8218 | PA      | $7030.30      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                       | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1                                       | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1047735 | PA      | $1056764.51   | 0.04%             | 2063-09-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16640475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9751 | PA      | $9897.13      | 0.00%             | 2027-08-02      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5915505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16318 | PA      | $0.88         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4958 | PA      | $4607.13      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3468 | PA      | $3314.64      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12174416.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4487 | PA      | $4537.31      | 0.00%             | 2026-01-22      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                              | AI Aqua Merger Sub, Inc., First Lien, 2025 Refinancing CME Term Loan, B                           | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      573942 | PA      | $568064.45    | 0.02%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2637690.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3166 | PA      | $2002.46      | 0.00%             | 2027-02-16      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| RB Global Holdings, Inc.                                                              | RB Global Holdings, Inc.                                                                          | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      950000 | PA      | $969814.15    | 0.04%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3229 | PA      | $3101.97      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8255421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12865 | PA      | $9328.49      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8647947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1685 | PA      | $1431.61      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8386241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4136 | PA      | $3992.27      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |      543933 | PA      | $488732.19    | 0.02%             | 2029-04-23      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12199831.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5384 | PA      | $5544.01      | 0.00%             | 2026-05-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8184238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4777 | PA      | $4658.28      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         630 | PA      | $552.51       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7852848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         522 | PA      | $452.41       | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8272063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3341 | PA      | $3262.71      | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 20 Year                                                                                     | CUSIP: 31371MPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         374 | PA      | $372.96       | 0.00%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         463 | PA      | $452.07       | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7121272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2783 | PA      | $91.92        | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8352250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3006 | PA      | $2920.80      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8735397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15787 | PA      | $14585.80     | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5830440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2577 | PA      | $0.00         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1874435.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1061 | PA      | $1045.01      | 0.00%             | 2027-03-18      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297GL33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2059 | PA      | $2085.44      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8836017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2511 | PA      | $2298.74      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5731303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1418 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8506 | PA      | $8143.89      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         809 | PA      | $761.61       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2410292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1645 | PA      | $1600.19      | 0.00%             | 2027-01-12      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128FUTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         339 | PA      | $348.96       | 0.00%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8186234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1217 | PA      | $1160.03      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2199186.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1205 | PA      | $1179.03      | 0.00%             | 2026-12-09      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8718462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2575 | PA      | $2455.77      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2638486.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6017 | PA      | $5915.11      | 0.00%             | 2027-12-16      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7949809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1350 | PA      | $1262.04      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1709686.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7198 | PA      | $7053.31      | 0.00%             | 2026-09-16      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8170878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1547 | PA      | $1532.12      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5956650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         389 | PA      | $0.03         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7831 | PA      | $7052.09      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.                                                                | Cengage Learning, Inc., First Lien, 2024 Refinancing CME Term Loan                                | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      496256 | PA      | $494789.81    | 0.02%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128E5FU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4119 | PA      | $4166.41      | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7984842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3159 | PA      | $43.45        | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10158 | PA      | $9349.65      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8485119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         405 | PA      | $375.00       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2205882.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1408 | PA      | $1389.71      | 0.00%             | 2026-12-08      | Fixed         | 23.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2633836.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4668 | PA      | $4555.62      | 0.00%             | 2027-02-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2638733.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2761 | PA      | $197.75       | 0.00%             | 2027-02-16      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7846405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6772 | PA      | $6623.69      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2406958.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1001 | PA      | $986.42       | 0.00%             | 2027-01-11      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8143192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8856 | PA      | $8701.45      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2410685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3896 | PA      | $1770.76      | 0.00%             | 2027-01-11      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10358 | PA      | $10124.46     | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7705594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         791 | PA      | $693.52       | 0.00%             | 2025-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8442089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4570 | PA      | $4393.15      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2724 | PA      | $2546.31      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3851 | PA      | $2918.48      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5941367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4768 | PA      | $0.35         | 0.00%             | 2034-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2643133.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4714 | PA      | $4605.92      | 0.00%             | 2027-02-16      | Fixed         | 12.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7938 | PA      | $7705.14      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8326179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2073 | PA      | $2030.86      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7424195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         704 | PA      | $677.22       | 0.00%             | 2025-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991664785.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         196 | PA      | $207.00       | 0.00%             | 2027-05-26      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8694266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1710 | PA      | $1629.09      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8656720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2559 | PA      | $2461.49      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009107.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2054 | PA      | $2013.58      | 0.00%             | 2027-04-09      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7573480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3736 | PA      | $527.57       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                                          | MH Sub I LLC (Micro Holding Corp.), First Lien, CME Term Loan                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      151321 | PA      | $143566.12    | 0.01%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2201833.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2224 | PA      | $2177.61      | 0.00%             | 2026-12-08      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8361046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7125 | PA      | $6972.93      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16248 | PA      | $14903.10     | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991578090.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7033222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3780 | PA      | $2526.07      | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1638183.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1742 | PA      | $1727.09      | 0.00%             | 2025-10-26      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5996582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         330 | PA      | $0.00         | 0.00%             | 2034-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       30881 | PA      | $29408.18     | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2635424.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18485 | PA      | $18233.68     | 0.00%             | 2027-02-15      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6966531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3997 | PA      | $29.48        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7971372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1085 | PA      | $342.08       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009937.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         208 | PA      | $204.75       | 0.00%             | 2025-09-09      | Fixed         | 26.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1926 | PA      | $1835.22      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7473372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14441 | PA      | $12464.05     | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5877776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         691 | PA      | $0.00         | 0.00%             | 2034-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12199670.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12917 | PA      | $13075.21     | 0.00%             | 2027-03-11      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991884438.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| INEOS US Petrochem LLC                                                                | INEOS US Petrochem LLC, First Lien, New CME Term Loan, B1                                         | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      400022 | PA      | $344019.33    | 0.01%             | 2029-04-02      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2007089.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3925 | PA      | $3850.68      | 0.00%             | 2026-11-09      | Fixed         | 31.52%                | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                                 | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        1440 | NS      | $1786.72      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2007277.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         672 | PA      | $336.47       | 0.00%             | 2027-04-09      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8202864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2568 | PA      | $2496.42      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2412808.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4511 | PA      | $4448.37      | 0.00%             | 2027-01-11      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5575668 | PA      | $4970477.90   | 0.20%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7867807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         433 | PA      | $369.94       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283H6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6153 | PA      | $6326.41      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62541000 | PA      | $54286507.35  | 2.20%             | 2055-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11579549.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19041 | PA      | $19335.13     | 0.00%             | 2026-12-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991803197.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3140W0GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32552076 | PA      | $29645926.96  | 1.20%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         710 | PA      | $653.72       | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6389202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3677 | PA      | $15.43        | 0.00%             | 2034-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2010047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3555 | PA      | $3461.88      | 0.00%             | 2026-11-09      | Fixed         | 7.23%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16662334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14045 | PA      | $14311.69     | 0.00%             | 2027-07-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1119 | PA      | $1109.57      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8475043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4495 | PA      | $4262.05      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                              | Benchmark Mortgage Trust, Series 2025-V13, Class XA                                               | CUSIP: 08164ABA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    46939000 | PA      | $1693366.67   | 0.07%             | 2058-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1600460.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5166 | PA      | $5155.27      | 0.00%             | 2026-08-06      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991927325.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1659079.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2535 | PA      | $2574.53      | 0.00%             | 2026-11-09      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16166 | PA      | $15278.49     | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2009665.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3201 | PA      | $3129.05      | 0.00%             | 2026-11-09      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1807 | PA      | $1669.83      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4873405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5886 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2635628.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1477 | PA      | $225.83       | 0.00%             | 2027-02-15      | Fixed         | 26.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8720387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17761 | PA      | $16886.60     | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8470455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1209 | PA      | $1178.83      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8900250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15596 | PA      | $14065.40     | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6811 | PA      | $6490.68      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7951188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1835 | PA      | $1427.41      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7907624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26397 | PA      | $20977.52     | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991691439.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          44 | PA      | $43.84        | 0.00%             | 2030-05-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8483677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9110 | PA      | $8583.47      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2080377.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3615 | PA      | $3573.90      | 0.00%             | 2026-11-19      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7254743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1177 | PA      | $924.10       | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2079526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1751 | PA      | $1713.31      | 0.00%             | 2027-04-19      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8972813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3439 | PA      | $3165.26      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2407748.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1259 | PA      | $1235.21      | 0.00%             | 2027-01-11      | Fixed         | 30.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         636 | PA      | $623.63       | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7109927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8573 | PA      | $146.40       | 0.00%             | 2035-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2410079.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2581 | PA      | $187.13       | 0.00%             | 2027-06-11      | Fixed         | 25.81%                | No            |                  3 | On Loan: No      |
| Core & Main LP                                                                        | Core & Main LP, First Lien, CME Term Loan, D                                                      | CUSIP: 40416VAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      458810 | PA      | $459383.20    | 0.02%             | 2028-07-27      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8901 | PA      | $8610.37      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8803149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3322 | PA      | $3074.29      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7601096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12879 | PA      | $343.27       | 0.00%             | 2025-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1129 | PA      | $1067.36      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7943598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12846 | PA      | $12216.28     | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         939 | PA      | $792.60       | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6888979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         350 | PA      | $152.57       | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1752 | PA      | $1615.45      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3543 | PA      | $3433.32      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5094427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2121 | PA      | $0.05         | 0.00%             | 2033-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8784101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2110 | PA      | $2001.86      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1874302.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       26379 | PA      | $25769.77     | 0.00%             | 2027-04-02      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8167907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2041 | PA      | $2011.01      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11079 | PA      | $10711.45     | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4324 | PA      | $4119.50      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2640846.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12981 | PA      | $12756.10     | 0.00%             | 2027-02-16      | Fixed         | 26.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8070664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         870 | PA      | $341.03       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7751021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2992 | PA      | $2972.44      | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8475188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       18945 | PA      | $18348.66     | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2198593.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2509 | PA      | $2450.90      | 0.00%             | 2026-12-07      | Fixed         | 14.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7969752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1089 | PA      | $1079.52      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8665558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7279 | PA      | $6939.54      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8195724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2128 | PA      | $2082.14      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31230 | PA      | $29743.77     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4964338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1028 | PA      | $0.00         | 0.00%             | 2033-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3911 | PA      | $3289.06      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         718 | PA      | $674.44       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                           | CDW LLC / CDW Finance Corp.                                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4662102.50   | 0.19%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8899632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10537 | PA      | $9872.25      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991736857.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          89 | PA      | $5.10         | 0.00%             | 2030-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2005025.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3640 | PA      | $3571.17      | 0.00%             | 2026-11-09      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8211344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         397 | PA      | $395.19       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1209 | PA      | $1185.65      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5219 | PA      | $4968.47      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8853213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2531 | PA      | $2409.82      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4635753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11156 | PA      | $0.00         | 0.00%             | 2033-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1873953.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16779 | PA      | $16351.41     | 0.00%             | 2026-10-18      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8713707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2375 | PA      | $2269.61      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7346393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       62612 | PA      | $1524.94      | 0.00%             | 2025-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7405917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1239 | PA      | $994.64       | 0.00%             | 2025-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4886903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2071 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7339897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3395 | PA      | $1463.01      | 0.00%             | 2025-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2078767.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         419 | PA      | $414.63       | 0.00%             | 2026-11-19      | Fixed         | 18.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5044258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8147 | PA      | $1.56         | 0.00%             | 2033-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8695029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21321 | PA      | $20416.53     | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5295255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1890 | PA      | $0.52         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7EL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3883 | PA      | $3889.64      | 0.00%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2079762.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1851 | PA      | $1829.34      | 0.00%             | 2026-11-19      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6904989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22178 | PA      | $10476.57     | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7921818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         729 | PA      | $701.74       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5926 | PA      | $5660.42      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1277 | PA      | $1242.93      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8093903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12413 | PA      | $11832.61     | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                                                  | Cross Mortgage Trust, Series 2024-H1, Class A1                                                    | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      910007 | PA      | $914994.89    | 0.04%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                         | Centene Corp.                                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2219604.86   | 0.09%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2643607.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       23083 | PA      | $22787.69     | 0.00%             | 2027-02-16      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| Neogen Food Safety Corp.                                                              | Neogen Food Safety Corp.                                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5659360.00   | 0.23%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8487656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12942 | PA      | $12558.03     | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31405WJX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2264 | PA      | $2283.47      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8977731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8371 | PA      | $7756.83      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6968103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         537 | PA      | $12.91        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2210 | PA      | $2089.36      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7256122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1533 | PA      | $22.96        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8625055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1294 | PA      | $532.04       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6576266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         801 | PA      | $55.40        | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8214310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11028 | PA      | $10096.93     | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8706309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45086 | PA      | $43016.78     | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11946615.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        9502 | PA      | $9675.20      | 0.00%             | 2027-01-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5334010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         435 | PA      | $0.04         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8396513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19503 | PA      | $19234.21     | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2410765.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3345 | PA      | $3298.64      | 0.00%             | 2027-01-11      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8145075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         548 | PA      | $538.90       | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8591547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2871 | PA      | $2725.09      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8158896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2383 | PA      | $2358.45      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8962849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13072 | PA      | $12225.69     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8893801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11061 | PA      | $10149.40     | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21131 | PA      | $20034.48     | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31410EYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68972 | PA      | $70706.52     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8810814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10928 | PA      | $10352.45     | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297T5F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      108474 | PA      | $111876.59    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2670 | PA      | $2500.94      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6913052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2970 | PA      | $704.52       | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5834318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        8185 | PA      | $0.13         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8726287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40981 | PA      | $39233.90     | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1069 | PA      | $1012.84      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8526654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6377 | PA      | $6203.53      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8276869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       17266 | PA      | $15989.58     | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8767283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1460 | PA      | $1386.65      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jazz Financing Lux SARL                                                               | Jazz Financing Lux SARL, First Lien, Dollar CME Term Loan, B2                                     | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |           0 | PA      | $0.01         | 0.00%             | 2028-05-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1625300.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2415 | PA      | $2410.54      | 0.00%             | 2026-09-23      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8824350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13759 | PA      | $13029.89     | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2414153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         982 | PA      | $949.29       | 0.00%             | 2027-01-12      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7981253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         541 | PA      | $536.24       | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       67281 | PA      | $64672.51     | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7352490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1988 | PA      | $408.90       | 0.00%             | 2025-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6670037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6805 | PA      | $32.15        | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         868 | PA      | $831.78       | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8808482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15176 | PA      | $14491.50     | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8280006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         205 | PA      | $202.74       | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8793582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14229 | PA      | $13588.81     | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12736 | PA      | $12025.01     | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2642691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13716 | PA      | $13350.64     | 0.00%             | 2027-02-23      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7401076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4234 | PA      | $105.04       | 0.00%             | 2025-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2196219.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4140 | PA      | $4047.94      | 0.00%             | 2026-12-07      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2069545.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2327 | PA      | $2278.55      | 0.00%             | 2026-11-19      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2201687.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1569 | PA      | $1520.95      | 0.00%             | 2026-12-08      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8202617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3103 | PA      | $2847.11      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6173073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1600 | PA      | $0.32         | 0.00%             | 2034-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2080879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1925 | PA      | $1894.39      | 0.00%             | 2026-11-19      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1872738.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         631 | PA      | $619.12       | 0.00%             | 2026-10-18      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7629259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4236 | PA      | $2396.92      | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16906 | PA      | $16588.94     | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10123 | PA      | $9686.37      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Corebridge Global Funding                                                             | Corebridge Global Funding                                                                         | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2193638.16   | 0.09%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8287565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1774 | PA      | $1723.51      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8221997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         576 | PA      | $466.18       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8190551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         778 | PA      | $772.41       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8326870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3454 | PA      | $3412.69      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5033148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         471 | PA      | $0.05         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5575886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         894 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7408312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         141 | PA      | $121.34       | 0.00%             | 2025-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2009941.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3778 | PA      | $3700.86      | 0.00%             | 2026-11-09      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2634310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4629 | PA      | $4554.76      | 0.00%             | 2027-07-15      | Fixed         | 27.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7623389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         514 | PA      | $339.50       | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6209210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6712 | PA      | $0.96         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2200840.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4110 | PA      | $4025.74      | 0.00%             | 2026-12-08      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5112955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4811 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991724571.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           6 | PA      | $6.49         | 0.00%             | 2030-05-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6353581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         916 | PA      | $1.63         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8853183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2682 | PA      | $2538.10      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2636370.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1542 | PA      | $1512.29      | 0.00%             | 2027-02-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7537580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25953 | PA      | $529.72       | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Waste Pro USA, Inc.                                                                   | Waste Pro USA, Inc.                                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      800000 | PA      | $818224.80    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                 | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |     3037050 | PA      | $3023963.96   | 0.12%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6023977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         871 | PA      | $0.09         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8719381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10017 | PA      | $9371.50      | 0.00%             | 2026-08-11      | 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        |     2699546 | PA      | $2704426.21   | 0.11%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7696300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5166 | PA      | $103.68       | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8125929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13930 | PA      | $10720.63     | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2123 | PA      | $1947.94      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8821239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3762 | PA      | $3610.92      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6461434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6632 | PA      | $20.40        | 0.00%             | 2034-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2206634.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1004 | PA      | $981.03       | 0.00%             | 2026-12-08      | Fixed         | 21.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6566625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10420 | PA      | $24.70        | 0.00%             | 2034-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8253601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1607 | PA      | $1572.75      | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4821904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         796 | PA      | $0.00         | 0.00%             | 2033-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4979 | PA      | $4701.95      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8948619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4018 | PA      | $3726.81      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3066 | PA      | $2846.91      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8376364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4071 | PA      | $3951.05      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8180916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1098 | PA      | $793.58       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2077747.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2548 | PA      | $2506.98      | 0.00%             | 2026-11-19      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8843521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       50992 | PA      | $48636.04     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7052668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1948 | PA      | $67.98        | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7115331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         697 | PA      | $386.22       | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-16852920.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20818 | PA      | $21144.18     | 0.00%             | 2027-09-04      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8328735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        2423 | PA      | $2382.48      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8822446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4881 | PA      | $4655.85      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8625237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        6151 | PA      | $5902.10      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12165054.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4095 | PA      | $4130.39      | 0.00%             | 2026-01-14      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         874 | PA      | $806.15       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5589322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4040 | PA      | $0.04         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        7974 | PA      | $6073.77      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Civitas Resources, Inc.                                                               | Civitas Resources, Inc.                                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $964847.80    | 0.04%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5655 | PA      | $5388.55      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1681 | PA      | $1625.58      | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7323718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3869 | PA      | $95.65        | 0.00%             | 2025-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4880881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         274 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8372949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3003 | PA      | $2912.60      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8178539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10794 | PA      | $9304.57      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                                              | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                               | CUSIP: 034936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1812000 | PA      | $1832466.54   | 0.07%             | 2055-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1874416.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12594 | PA      | $12382.92     | 0.00%             | 2026-10-18      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                        | Efesto Bidco SpA Efesto US LLC, Series XR                                                         | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     3600000 | PA      | $3576438.00   | 0.14%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6934329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       12367 | PA      | $219.42       | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10375 | PA      | $9696.76      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8460250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         686 | PA      | $664.50       | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1489833.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        3505 | PA      | $3474.13      | 0.00%             | 2026-10-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7812431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         122 | PA      | $121.88       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8855998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       13427 | PA      | $12848.06     | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 4877254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1462 | PA      | $0.00         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991818350.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8284791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1256 | PA      | $1171.67      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296WE78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51291 | PA      | $52105.33     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5708905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         553 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Golden State Foods                                                                    | Golden State Foods LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      210810 | PA      | $211507.08    | 0.01%             | 2031-12-04      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5778008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4729 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-17017611.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5428 | PA      | $5441.58      | 0.00%             | 2025-09-06      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1153 | PA      | $1115.55      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5170843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14553 | PA      | $0.08         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8165043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1269 | PA      | $535.07       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1661797.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         909 | PA      | $944.26       | 0.00%             | 2026-11-15      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5861134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14061 | PA      | $1.55         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5142028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         612 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8049692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         511 | PA      | $488.17       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7579649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         461 | PA      | $425.25       | 0.00%             | 2025-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7810773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         137 | PA      | $117.76       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991619508.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991702178.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          67 | PA      | $69.98        | 0.00%             | 2026-01-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1872764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         659 | PA      | $647.73       | 0.00%             | 2026-10-18      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8383275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4748 | PA      | $3631.01      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2201703.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1727 | PA      | $247.42       | 0.00%             | 2026-12-08      | Fixed         | 19.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8902185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20659 | PA      | $19248.62     | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7706959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         250 | PA      | $242.96       | 0.00%             | 2025-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        4530 | PA      | $4311.79      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12140862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11642 | PA      | $11824.92     | 0.00%             | 2027-03-08      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8838736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1104 | PA      | $1040.96      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8793937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1103 | PA      | $1001.78      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         346 | PA      | $334.27       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5332382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        1453 | PA      | $0.01         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |

### Signature

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

**Name of Applicant:** Franklin Strategic Series

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer