# EDGAR Filing Document

**Accession Number:** 0001885778
**File Stem:** 0001885778-26-000012
**Filing Date:** 2026-6
**Character Count:** 476369
**Document Hash:** 218dd67f6d7d4fdda6db32a5770720cb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001885778-26-000012.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001885778-26-000012

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Marathon Asset-Based Lending Fund
- **CENTRAL INDEX KEY:** 0001885778

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23748
- **FILM NUMBER:** 261118428

**BUSINESS ADDRESS:**
- **STREET 1:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2261

**MAIL ADDRESS:**
- **STREET 1:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** John Hancock Asset-Based Lending Fund
- **DATE OF NAME CHANGE:** 20210930

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Marathon Asset-Based Lending Fund

- **b. Investment Company Act file number:** 811-23748

- **c. CIK number of Registrant:** 0001885778

- **d. LEI of Registrant:** 549300O72EC3J9L86B89

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** John Hancock Marathon Asset-Based Lending Fund

- **c. LEI of Series:** 549300O72EC3J9L86B89

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $321830817.93

**Total Liabilities:** $61183633.95

**Net Assets:** $260647183.98

**Stand-by Commitments:** $879434.74

**Cash Not Reported:** $2632450.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3180.792300000000 | **1-Year:** -7712.437900000001 | **5-Year:** -11460.612999999998 | **10-Year:** -10559.100400000001 | **30-Year:** -6258.449600000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A |  |  | 0.15%                |
| Class ID N/A |  |  | 0.15%                |
| Class ID N/A | 0.59%                | -0.14%               | 1.00%                |
| Class ID N/A | 0.59%                | -0.08%               | 1.00%                |
| Class ID N/A | 0.54%                | -0.19%               | 1.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13525.83                | $308007.14                                 |
| Month 2  | $51169.32                | $-2463514.08                               |
| Month 3  | $14656.21                | $1281741.95                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST 2023-1PL ACHV 2023 1PL CERT 144A                   | ACHV ABS TRUST 2023-1PL ACHV 2023 1PL CERT 144A                   | CUSIP: 00091XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37848 | PA      | $2939324.88   | 1.13%             | 2030-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHD TRUST 2025-DS1 ACHD 2025 DS1 B 144A                          | ACHD TRUST 2025-DS1 ACHD 2025 DS1 B 144A                          | CUSIP: 00092TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011279.90   | 0.39%             | 2034-01-09      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2023-HE2 ACHM 2023 HE2 C 144A                          | ACHM TRUST 2023-HE2 ACHM 2023 HE2 C 144A                          | CUSIP: 00111NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3057007 | PA      | $3195898.02   | 1.23%             | 2038-10-25      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2023-HE2 ACHM 2023 HE2 D 144A                          | ACHM TRUST 2023-HE2 ACHM 2023 HE2 D 144A                          | CUSIP: 00111NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    567739 | PA      | $437722.26    | 0.17%             | 2038-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE11 AREIT 2025 CRE11 E 144A                          | AREIT 2025-CRE11 AREIT 2025 CRE11 E 144A                          | CUSIP: 04002DAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2998175.70   | 1.15%             | 2043-07-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST 2025 AVNT 2025 REV1 D 144A              | AVANT LOANS FUNDING TRUST 2025 AVNT 2025 REV1 D 144A              | CUSIP: 05352BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3033465.60   | 1.16%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST 2024 AVNT 2024 REV1 C 144A              | AVANT LOANS FUNDING TRUST 2024 AVNT 2024 REV1 C 144A              | CUSIP: 05352UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1751568.53   | 0.67%             | 2033-10-15      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| BAMLL TRUST 2025-ASHF BAMLL 2025 ASHF C 144A                      | BAMLL TRUST 2025-ASHF BAMLL 2025 ASHF C 144A                      | CUSIP: 05494CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3000025.80   | 1.15%             | 2042-02-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MCR Newark Airport LLC                                            | MCR NEWARK AIRPORT LLC TERM LOAN                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4751364 | PA      | $4746137.83   | 1.82%             | 2027-04-11      | Floating      | 9.90%                 | No            |                  3 | On Loan: No      |
| STEVENS CREEK BOULEVARD TERM LOAN                                 | STEVENS CREEK BOULEVARD TERM LOAN                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4732080 | PA      | $4732080.00   | 1.82%             | 2026-07-11      | Floating      | 9.45%                 | No            |                  3 | On Loan: No      |
| ACHV ABS TRUST 2023-3PL ACHV 2023 3PL R 144A                      | ACHV ABS TRUST 2023-3PL ACHV 2023 3PL R 144A                      | CUSIP: 000876AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2637 | PA      | $252947.37    | 0.10%             | 2030-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM TRUST 2023-HE2 ACHM 2023 HE2 XS 144A                         | ACHM TRUST 2023-HE2 ACHM 2023 HE2 XS 144A                         | CUSIP: 00111NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4085391 | PA      | $247574.71    | 0.09%             | 2038-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 IMC D 144A                 | BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 IMC D 144A                 | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3962420.80   | 1.52%             | 2034-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 21M C 144A                 | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 21M C 144A                 | CUSIP: 05609CAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2800000.00   | 1.07%             | 2036-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2024-HE2 ACHM 2024 HE2 D 144A                          | ACHM TRUST 2024-HE2 ACHM 2024 HE2 D 144A                          | CUSIP: 00112DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504960 | PA      | $7262.80      | 0.00%             | 2039-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2024-HE2 ACHM 2024 HE2 XS 144A                         | ACHM TRUST 2024-HE2 ACHM 2024 HE2 XS 144A                         | CUSIP: 00112DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6888909 | PA      | $910668.99    | 0.35%             | 2039-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 21M H 144A                 | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 21M H 144A                 | CUSIP: 05609CAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4387600 | PA      | $4376457.25   | 1.68%             | 2036-10-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST BXSC 2022 WSS G 144A               | BXSC COMMERCIAL MORTGAGE TRUST BXSC 2022 WSS G 144A               | CUSIP: 05610BAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    908774 | PA      | $905973.47    | 0.35%             | 2035-03-15      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE2 ACHM 2025 HE2 F 144A                          | ACHM TRUST 2025-HE2 ACHM 2025 HE2 F 144A                          | CUSIP: 00112XAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232842 | PA      | $236119.86    | 0.09%             | 2055-08-25      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE2 ACHM 2025 HE2 G 144A                          | ACHM TRUST 2025-HE2 ACHM 2025 HE2 G 144A                          | CUSIP: 00112XAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114211 | PA      | $7794.06      | 0.00%             | 2055-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM BX 2024 PALM D 144A                                  | BX 2024-PALM BX 2024 PALM D 144A                                  | CUSIP: 05612UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3556731 | PA      | $3541849.76   | 1.36%             | 2037-06-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 C CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 C CERT 144A             | CUSIP: 08651UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $247073.33    | 0.09%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM TRUST 2025-HE2 ACHM 2025 HE2 XS 144A                         | ACHM TRUST 2025-HE2 ACHM 2025 HE2 XS 144A                         | CUSIP: 00112XAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6463659 | PA      | $539060.76    | 0.21%             | 2055-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARZ TRUST 2024-BILT ARZ 2024 BILT E 144A                          | ARZ TRUST 2024-BILT ARZ 2024 BILT E 144A                          | CUSIP: 00218TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2049734.00   | 0.79%             | 2039-06-11      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 A CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 A CERT 144A             | CUSIP: 08652AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $283318.94    | 0.11%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 B CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 B CERT 144A             | CUSIP: 08652QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $401236.84    | 0.15%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 D CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 D CERT 144A             | CUSIP: 08652UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $442608.87    | 0.17%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO 19A D2RR 144A                           | BIRCH GROVE CLO LTD BGCLO 19A D2RR 144A                           | CUSIP: 09075JBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1755185.25   | 0.67%             | 2037-07-17      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 SLCT E 144A                | BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 SLCT E 144A                | CUSIP: 12433JAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969000 | PA      | $1973922.50   | 0.76%             | 2042-01-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| CG FINANCE LP CHRN 2023 1 A                                       | CG FINANCE LP CHRN 2023 1 A                                       | CUSIP: 12531AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4995265.00   | 1.92%             | 2028-06-28      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE1 ACHM 2025 HE1 D 144A                          | ACHM TRUST 2025-HE1 ACHM 2025 HE1 D 144A                          | CUSIP: 00449SAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1211672 | PA      | $399609.51    | 0.15%             | 2055-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM TRUST 2025-HE1 ACHM 2025 HE1 XS 144A                         | ACHM TRUST 2025-HE1 ACHM 2025 HE1 XS 144A                         | CUSIP: 00449SAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17309595 | PA      | $1651335.34   | 0.63%             | 2055-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 D 144A                 | ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 D 144A                 | CUSIP: 00449TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581262 | PA      | $113962.92    | 0.04%             | 2039-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 XS 144A                | ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 XS 144A                | CUSIP: 00449TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7064517 | PA      | $695148.46    | 0.27%             | 2039-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM TRUST 2025-HE3 ACHM 2025 HE3 XS 144A                         | ACHM TRUST 2025-HE3 ACHM 2025 HE3 XS 144A                         | CUSIP: 00449VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72560 | PA      | $5064.47      | 0.00%             | 2055-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE3 ACHM 2025 HE3 G 144A                          | ACHM TRUST 2025-HE3 ACHM 2025 HE3 G 144A                          | CUSIP: 00449VAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69251 | PA      | $2145.47      | 0.00%             | 2055-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO Ltd.                                            | ALLEGANY PARK CLO LTD ALLPK 2019 1A DRR 144A                      | CUSIP: 017154BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $961270.00    | 0.37%             | 2035-01-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 A F 144A                | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 A F 144A                | CUSIP: 02007G5J8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1943063 | PA      | $1939156.92   | 0.74%             | 2033-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B F 144A                | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B F 144A                | CUSIP: 02007G6T5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1591786 | PA      | $1588087.53   | 0.61%             | 2033-09-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| CLNY TRUST 2019-IKPR CLNY 2019 IKPR C 144A                        | CLNY TRUST 2019-IKPR CLNY 2019 IKPR C 144A                        | CUSIP: 12564NAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1447500.00   | 0.56%             | 2038-11-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 29 Limited                                      | COLUMBIA CENT CLO 29 LTD CECLO 2020 29A D1RR 144A                 | CUSIP: 197363BS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991837.00    | 0.38%             | 2034-10-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2025-LXP DK 2025 LXP E 144A                              | DK TRUST 2025-LXP DK 2025 LXP E 144A                              | CUSIP: 23292LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4002500.00   | 1.54%             | 2037-08-15      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 FSRIA 2021 FL3 D 144A                          | FS RIALTO 2021-FL3 FSRIA 2021 FL3 D 144A                          | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503585.50   | 0.96%             | 2036-11-16      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Genprov Holdco LLC                                                | GENPROV HOLDCO LLC TERM LOAN                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4914630 | PA      | $4784392.18   | 1.84%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JH AIRCRAFT LEASING 4535 DESIGNATED ACTIVITY COMPANY              | JH AIRCRAFT LEASING 4535 DESIGNATED ACTIVITY COMPANY              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |  20897863 | PA      | $349683.94    | 0.13%             | 2044-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JH FINANCE LEASE CO LLC SPV                                       | JH FINANCE LEASE CO LLC SPV                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $259177.39    | 0.10%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TILAPIA FINANCE PROFIT PARTICIPATING NOTES                        | TILAPIA FINANCE PROFIT PARTICIPATING NOTES                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |    938388 | PA      | $1088452.60   | 0.42%             | 2033-12-12      | Floating      | 9.10%                 | No            |                  3 | On Loan: No      |
| JH REO TRUST 20521014 00001.0000000000                            | JH REO TRUST 20521014 00001.0000000000                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $146098.63    | 0.06%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JH ARBOR LEASING LLC                                              | JH ARBOR LEASING LLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $7506297.25   | 2.88%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TILAPIA DAC SERIES 4 20341231 00001.0000000000                    | TILAPIA DAC SERIES 4 20341231 00001.0000000000                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |  10000000 | PA      | $10000000.00  | 3.84%             | 2034-12-31      | Floating      | 11.56%                | No            |                  3 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM E 144A                 | COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM E 144A                 | CUSIP: 12674GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4002936.00   | 1.54%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST CNART 2023 1A D 144A                | CARNOW AUTO RECEIVABLES TRUST CNART 2023 1A D 144A                | CUSIP: 14367RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1599563 | PA      | $1118082.63   | 0.43%             | 2028-02-15      | Fixed         | 7.99%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST COMM 2024 WCL1 C 144A               | COMM 2024-WCL1 MORTGAGE TRUST COMM 2024 WCL1 C 144A               | CUSIP: 20047DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3295912.95   | 1.26%             | 2041-06-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse ABS Repackaging Trust 2013-A                        | CREDIT SUISSE ABS REPACKAGING CSRT 2013 A R1 144A                 | CUSIP: 22546U108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $1263377.00   | 0.48%             | 2043-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DBWF 2024-LCRS MORTGAGE TRUST DBWF 2024 LCRS C 144A               | DBWF 2024-LCRS MORTGAGE TRUST DBWF 2024 LCRS C 144A               | CUSIP: 23307KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1499531.25   | 0.58%             | 2037-04-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| DBWF 2024-LCRS MORTGAGE TRUST DBWF 2024 LCRS D 144A               | DBWF 2024-LCRS MORTGAGE TRUST DBWF 2024 LCRS D 144A               | CUSIP: 23307KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3000937.50   | 1.15%             | 2037-04-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| JH RAIL LLC                                                       | JH RAIL LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $8775820.93   | 3.37%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US 5YR NOTE CBT 0626                                              | US 5YR NOTE CBT 0626                                              | CUSIP: ADI37RNY1<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        21 | NC      | $38882.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0626                                              | US 2YR NOTE CBT 0626                                              | CUSIP: ADI37RNZ8<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        30 | NC      | $46828.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANK CandI CREDIT-LINKED NOTE USCLN 2025 SUP2 E 144A           | US BANK CandI CREDIT-LINKED NOTE USCLN 2025 SUP2 E 144A           | CUSIP: 90355PAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1162680 | PA      | $1168165.24   | 0.45%             | 2032-09-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US BANK NA USCLN 2023 1 D 144A                                    | CUSIP: 90357PAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207800 | PA      | $210628.55    | 0.08%             | 2032-08-25      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| VERENA AT GILBERT DELAYED DRAW TERM LOAN                          | VERENA AT GILBERT DELAYED DRAW TERM LOAN                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4808153 | PA      | $4800941.08   | 1.84%             | 2027-01-11      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| VERENA AT HILLARD TERM LOAN                                       | VERENA AT HILLARD TERM LOAN                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6000000 | PA      | $6000000.00   | 2.30%             | 2027-04-11      | Floating      | 9.00%                 | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AG/CRAFT 2025-2 CRFT 2025 2A CLN 144A               | DEUTSCHE BANK AG/CRAFT 2025-2 CRFT 2025 2A CLN 144A               | CUSIP: 251937AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |   5750000 | PA      | $5719525.00   | 2.19%             | 2035-01-21      | Floating      | 10.91%                | No            |                  3 | On Loan: No      |
| FIGRE TRUST 2025-HE7 FIGRE 2025 HE7 G 144A                        | FIGRE TRUST 2025-HE7 FIGRE 2025 HE7 G 144A                        | CUSIP: 31684RAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    608370 | PA      | $12927.92     | 0.00%             | 2055-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE7 FIGRE 2025 HE7 XS 144A                       | FIGRE TRUST 2025-HE7 FIGRE 2025 HE7 XS 144A                       | CUSIP: 31684RAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34096832 | PA      | $2666720.06   | 1.02%             | 2055-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST 2022-3FP FREED 2022 3FP CERT 144A                 | FREED ABS TRUST 2022-3FP FREED 2022 3FP CERT 144A                 | CUSIP: 35634EAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23900 | PA      | $3308240.39   | 1.27%             | 2029-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL4 Ltd.                                                | GPMT 2021-FL4 LTD GPMT 2021 FL4 D 144A                            | CUSIP: 36262TAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1833319.80   | 0.70%             | 2036-12-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| GSMS TRUST 2024-FAIR GSMS 2024 FAIR E 144A                        | GSMS TRUST 2024-FAIR GSMS 2024 FAIR E 144A                        | CUSIP: 36270JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3968963.60   | 1.52%             | 2029-07-15      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2024-WOLF GWT 2024 WOLF E 144A                   | GREAT WOLF TRUST 2024-WOLF GWT 2024 WOLF E 144A                   | CUSIP: 39152MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $2189537.50   | 0.84%             | 2039-03-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A E 144A                | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A E 144A                | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013940.20   | 0.39%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P HIH 2024 61P G 144A                            | HIH TRUST 2024-61P HIH 2024 61P G 144A                            | CUSIP: 40444VAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2288448 | PA      | $2289893.09   | 0.88%             | 2041-10-15      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                   | HERTZ VEHICLE FINANCING III LL HERTZ 2025 1A D 144A               | CUSIP: 42806MCW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002842.00   | 0.77%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2024 1 E 144A                | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2024 1 E 144A                | CUSIP: 44644NAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445133 | PA      | $443880.24    | 0.17%             | 2032-05-20      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-3 LTD INVCO 2021 3A DR 144A                      | INVESCO CLO 2021-3 LTD INVCO 2021 3A DR 144A                      | CUSIP: 46151VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $984822.00    | 0.38%             | 2034-10-22      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US BANK NA USCLN 2025 SUP1 R 144A                                 | CUSIP: 90357PBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1014888 | PA      | $1013061.27   | 0.39%             | 2032-02-25      | Floating      | 11.15%                | No            |                  3 | On Loan: No      |
| Clairemont Drive LLC                                              | CLAIREMONT DRIVE LLC TERM LOAN                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4914338 | PA      | $4911880.60   | 1.88%             | 2026-06-09      | Floating      | 10.65%                | No            |                  3 | On Loan: No      |
| VCI Asset Holdings 1 LLC                                          | VCI ASSET HOLDINGS 1 LLC FIXED TERM LOAN                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8550000 | PA      | $9092412.00   | 3.49%             | 2030-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/CRAFT 2024-1 CRFT 2024 1A CLN 144A               | DEUTSCHE BANK AG/CRAFT 2024-1 CRFT 2024 1A CLN 144A               | CUSIP: BCC3F4L30<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |   5000000 | PA      | $4951500.00   | 1.90%             | 2033-11-21      | Floating      | 12.92%                | No            |                  3 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL M JPMCC 2025 BHR5 C 144A             | J.P. MORGAN CHASE COMMERCIAL M JPMCC 2025 BHR5 C 144A             | CUSIP: 46649WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1602000.00   | 0.61%             | 2040-03-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-CES1                              | JP MORGAN MORTGAGE TRUST SERIE JPMMT 2025 CES1 M1 144A            | CUSIP: 46658XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008843.20   | 0.77%             | 2055-05-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| KIND TRUST 2021-KIND KNDR 2021 KIND B 144A                        | KIND TRUST 2021-KIND KNDR 2021 KIND B 144A                        | CUSIP: 482606AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1983710 | PA      | $1973318.26   | 0.76%             | 2038-08-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd.                                                | KREF 2021-FL2 LTD KREF 2021 FL2 AS 144A                           | CUSIP: 48275RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $948965.26    | 0.36%             | 2039-02-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                            | KINETIC ABS ISSUER LLC UNITK 2026 1A C 144A                       | CUSIP: 49459AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3568280.45   | 1.37%             | 2056-02-25      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| KIND COMMERCIAL MORTGAGE TRUST KIND 2024 1 D 144A                 | KIND COMMERCIAL MORTGAGE TRUST KIND 2024 1 D 144A                 | CUSIP: 494925AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2998125.00   | 1.15%             | 2041-08-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| MAM SRT Holder II Limited                                         | MAM SRT HOLDER II LTD 08/32 6.5                                   | CUSIP: 56145RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2627512 | PA      | $2620943.03   | 1.01%             | 2032-08-06      | Floating      | 10.15%                | No            |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST 2022-3 MFT 2022 3A D 144A                  | MARLETTE FUNDING TRUST 2022-3 MFT 2022 3A D 144A                  | CUSIP: 57109NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2496597 | PA      | $2529378.35   | 0.97%             | 2032-11-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                | METRONET INFRASTRUCTURE ISSUER MNET 2026 1A C 144A                | CUSIP: 59170JBL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005777.10   | 0.39%             | 2056-04-20      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-2 MSAIC 2018 2GS R 144A              | MOSAIC SOLAR LOAN TRUST 2018-2 MSAIC 2018 2GS R 144A              | CUSIP: 61946LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19131000 | PA      | $2588558.22   | 0.99%             | 2044-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2 PAID 2025 8 E 144A                 | PAGAYA AI DEBT GRANTOR TRUST 2 PAID 2025 8 E 144A                 | CUSIP: 694956AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1499484 | PA      | $1499415.73   | 0.58%             | 2033-07-15      | Fixed         | 9.56%                 | No            |                  2 | On Loan: No      |
| PROSPER MARKETPLACE ISSUANCE T PMIT 2024 1A D 144A                | PROSPER MARKETPLACE ISSUANCE T PMIT 2024 1A D 144A                | CUSIP: 74363CAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3029530.80   | 1.16%             | 2029-08-15      | Fixed         | 10.98%                | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                   | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |   3771774 | NS      | $3771773.86   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LIN SBCLN 2023 A G 144A                | SANTANDER BANK AUTO CREDIT-LIN SBCLN 2023 A G 144A                | CUSIP: 80290CBZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2698510 | PA      | $3036008.60   | 1.16%             | 2033-06-15      | Fixed         | 24.70%                | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC STWD 2025 FL4 E 144A                            | STWD 2025-FL4 LLC STWD 2025 FL4 E 144A                            | CUSIP: 863922AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1999031.20   | 0.77%             | 2042-11-19      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| THPT 2023-THL MORTGAGE TRUST THPT 2023 THL D 144A                 | THPT 2023-THL MORTGAGE TRUST THPT 2023 THL D 144A                 | CUSIP: 87252LAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3017657.70   | 1.16%             | 2034-12-10      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| THOR 2024-A LLC THOR 2024 A C 144A                                | THOR 2024-A LLC THOR 2024 A C 144A                                | CUSIP: 88517QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1502946 | PA      | $1510791.06   | 0.58%             | 2041-08-15      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2021-3 LTD CAVU 2021 3A D 144A                      | TRIMARAN CAVU 2021-3 LTD CAVU 2021 3A D 144A                      | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504677.50   | 0.96%             | 2035-01-18      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK AUTO CREDIT-LINKED TACLN 2025 1 D 144A                | TRUIST BANK AUTO CREDIT-LINKED TACLN 2025 1 D 144A                | CUSIP: 897926CE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1233231 | PA      | $1229574.20   | 0.47%             | 2033-09-26      | Fixed         | 9.69%                 | No            |                  2 | On Loan: No      |
| JH LIFTCO LLC 20340314 00001.0000000000                           | JH LIFTCO LLC 20340314 00001.0000000000                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $11389345.44  | 4.37%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AG/CRAFT 2026-1 CRFT 2026 1A CLN 144A               | DEUTSCHE BANK AG/CRAFT 2026-1 CRFT 2026 1A CLN 144A               | CUSIP: 251937AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.58%             | 2035-10-21      | Floating      | 8.24%                 | No            |                  3 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND DRSLF 2017 49A DR 144A                 | DRYDEN 49 SENIOR LOAN FUND DRSLF 2017 49A DR 144A                 | CUSIP: 26244QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3730000 | PA      | $3744196.38   | 1.44%             | 2030-07-18      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC FSRIA 2025 FL10 AS 144A            | FS RIALTO 2025-FL10 ISSUER LLC FSRIA 2025 FL10 AS 144A            | CUSIP: 30340KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2500003.00   | 0.96%             | 2042-08-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE5 FIGRE 2024 HE5 CE 144A                       | FIGRE TRUST 2024-HE5 FIGRE 2024 HE5 CE 144A                       | CUSIP: 31684FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352603 | PA      | $1302498.75   | 0.50%             | 2054-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST KSL 2024 HT2 B 144A                 | KSL COMMERCIAL MORTGAGE TRUST KSL 2024 HT2 B 144A                 | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2228024 | PA      | $2230786.57   | 0.86%             | 2039-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust 2025-RTL3                                    | LHOME MORTGAGE TRUST 2025-RTL3 LHOME 2025 RTL3 M1 144A            | CUSIP: 50205YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2006548.80   | 0.77%             | 2040-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust 2025-RTL3                                    | LHOME MORTGAGE TRUST 2025-RTL3 LHOME 2025 RTL3 M2 144A            | CUSIP: 50205YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2574764.84   | 0.99%             | 2040-08-25      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023 LAQ D 144A                   | LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023 LAQ D 144A                   | CUSIP: 516681AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252221 | PA      | $244115.72    | 0.09%             | 2036-03-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Achieve, Loan ID - R2697192565                                    | Achieve, Loan ID - R2697192565                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    179303 | PA      | $185184.00    | 0.07%             | 2055-12-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192219                                    | Achieve, Loan ID - R2697192219                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33768 | PA      | $34875.00     | 0.01%             | 2055-12-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192789                                    | Achieve, Loan ID - R2697192789                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51254 | PA      | $52935.00     | 0.02%             | 2035-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191229                                    | Achieve, Loan ID - R2697191229                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65159 | PA      | $67296.00     | 0.03%             | 2035-12-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192045                                    | Achieve, Loan ID - R2697192045                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40574 | PA      | $41905.00     | 0.02%             | 2035-12-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193258                                    | Achieve, Loan ID - R2697193258                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68521 | PA      | $70768.00     | 0.03%             | 2035-12-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193068                                    | Achieve, Loan ID - R2697193068                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61865 | PA      | $63894.00     | 0.02%             | 2035-12-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191385                                    | Achieve, Loan ID - R2697191385                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26151 | PA      | $27008.00     | 0.01%             | 2040-12-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192839                                    | Achieve, Loan ID - R2697192839                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    122427 | PA      | $126443.00    | 0.05%             | 2040-12-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193076                                    | Achieve, Loan ID - R2697193076                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90358 | PA      | $93321.00     | 0.04%             | 2055-12-01      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192516                                    | Achieve, Loan ID - R2697192516                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    124004 | PA      | $128071.00    | 0.05%             | 2040-12-01      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697573616                                    | Achieve, Loan ID - R2697573616                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    103347 | PA      | $106737.00    | 0.04%             | 2036-02-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697573533                                    | Achieve, Loan ID - R2697573533                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    112156 | PA      | $115835.00    | 0.04%             | 2056-02-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697574069                                    | Achieve, Loan ID - R2697574069                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49446 | PA      | $51068.00     | 0.02%             | 2041-02-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697574143                                    | Achieve, Loan ID - R2697574143                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96890 | PA      | $100068.00    | 0.04%             | 2036-02-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697573525                                    | Achieve, Loan ID - R2697573525                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30031 | PA      | $31016.00     | 0.01%             | 2036-02-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697573715                                    | Achieve, Loan ID - R2697573715                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39600 | PA      | $40899.00     | 0.02%             | 2041-02-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697713139                                    | Achieve, Loan ID - R2697713139                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47893 | PA      | $49464.00     | 0.02%             | 2036-02-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697712958                                    | Achieve, Loan ID - R2697712958                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68356 | PA      | $70598.00     | 0.03%             | 2041-02-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7149559183                            | Shelving Rock, Loan ID - R1D7149559183                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47972 | PA      | $40239.00     | 0.02%             | 2043-03-01      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612822130                            | Shelving Rock, Loan ID - R1D7612822130                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41779 | PA      | $35044.00     | 0.01%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613006691                            | Shelving Rock, Loan ID - R1D7613006691                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58389 | PA      | $48977.00     | 0.02%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7158284666                            | Shelving Rock, Loan ID - R1D7158284666                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50190 | PA      | $42099.00     | 0.02%             | 2028-03-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7157215669                            | Shelving Rock, Loan ID - R1D7157215669                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5903 | PA      | $4951.00      | 0.00%             | 2044-02-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D772832781                             | Shelving Rock, Loan ID - R1D772832781                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15315 | PA      | $12846.00     | 0.00%             | 2028-04-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7147758371                            | Shelving Rock, Loan ID - R1D7147758371                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2735 | PA      | $2294.00      | 0.00%             | 2041-05-01      | Fixed         | 7.90%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612900092                            | Shelving Rock, Loan ID - R1D7612900092                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14263 | PA      | $11964.00     | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D715103820                             | Shelving Rock, Loan ID - R1D715103820                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49526 | PA      | $41542.00     | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D715011                                | Shelving Rock, Loan ID - R1D715011                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    143212 | PA      | $120126.00    | 0.05%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490955                      | CTF Asset Management, Loan ID - R1D865490955                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    572500 | PA      | $492465.00    | 0.19%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862750500                      | CTF Asset Management, Loan ID - R1D862750500                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    477000 | PA      | $410315.00    | 0.16%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862332325                      | CTF Asset Management, Loan ID - R1D862332325                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $430100.00    | 0.17%             | 2052-04-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862389291                      | CTF Asset Management, Loan ID - R1D862389291                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300000 | PA      | $258060.00    | 0.10%             | 2052-04-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160080328                    | CTF Asset Management, Loan ID - R1D89160080328                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    285675 | PA      | $245737.00    | 0.09%             | 2033-12-20      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491219                      | CTF Asset Management, Loan ID - R1D865491219                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    225000 | PA      | $193545.00    | 0.07%             | 2052-10-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862116231                      | CTF Asset Management, Loan ID - R1D862116231                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    186001 | PA      | $159998.00    | 0.06%             | 2052-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160059480                    | CTF Asset Management, Loan ID - R1D89160059480                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    191165 | PA      | $164440.00    | 0.06%             | 2051-11-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160044688                    | CTF Asset Management, Loan ID - R1D89160044688                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    190907 | PA      | $164218.00    | 0.06%             | 2064-04-01      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862849351                      | CTF Asset Management, Loan ID - R1D862849351                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    151198 | PA      | $130061.00    | 0.05%             | 2052-07-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083654                    | CTF Asset Management, Loan ID - R1D89160083654                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    159895 | PA      | $137542.00    | 0.05%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490872                      | CTF Asset Management, Loan ID - R1D865490872                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    141000 | PA      | $121288.00    | 0.05%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191328                                    | Achieve, Loan ID - R2697191328                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    114625 | PA      | $118385.00    | 0.05%             | 2040-12-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1383898                    | Capital Asset Management, Loan ID - R1D1383898                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6171 | PA      | $4544.00      | 0.00%             | 2028-02-05      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D348255384                           | Bank of America, Loan ID - R1D348255384                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2748 | PA      | $2271.00      | 0.00%             | 2028-12-25      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321772642                           | Bank of America, Loan ID - R1D321772642                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3247 | PA      | $2684.00      | 0.00%             | 2027-12-25      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1395006                    | Capital Asset Management, Loan ID - R1D1395006                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7634 | PA      | $5621.00      | 0.00%             | 2030-02-28      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612687814                            | Shelving Rock, Loan ID - R1D7612687814                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70812 | PA      | $59397.00     | 0.02%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612946632                            | Shelving Rock, Loan ID - R1D7612946632                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96005 | PA      | $80529.00     | 0.03%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612870923                            | Shelving Rock, Loan ID - R1D7612870923                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30271 | PA      | $25391.00     | 0.01%             | 2033-06-01      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789996254                             | Shelving Rock, Loan ID - R1D789996254                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64576 | PA      | $54166.00     | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612987966                            | Shelving Rock, Loan ID - R1D7612987966                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54561 | PA      | $45765.00     | 0.02%             | 2026-08-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789997444                             | Shelving Rock, Loan ID - R1D789997444                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51014 | PA      | $42791.00     | 0.02%             | 2026-09-01      | Fixed         | 10.32%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612782771                            | Shelving Rock, Loan ID - R1D7612782771                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4775 | PA      | $4005.00      | 0.00%             | 2028-09-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7155064828                            | Shelving Rock, Loan ID - R1D7155064828                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10889 | PA      | $9134.00      | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618446017                            | Shelving Rock, Loan ID - R1D7618446017                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15028 | PA      | $12606.00     | 0.00%             | 2031-12-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7120449362                            | Shelving Rock, Loan ID - R1D7120449362                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12702 | PA      | $10655.00     | 0.00%             | 2031-03-15      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612363572                            | Shelving Rock, Loan ID - R1D7612363572                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8468 | PA      | $7103.00      | 0.00%             | 2036-08-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7110507803                            | Shelving Rock, Loan ID - R1D7110507803                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18516 | PA      | $15531.00     | 0.01%             | 2027-03-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612968586                            | Shelving Rock, Loan ID - R1D7612968586                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68107 | PA      | $57129.00     | 0.02%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612791616                            | Shelving Rock, Loan ID - R1D7612791616                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    134985 | PA      | $113226.00    | 0.04%             | 2036-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789919657                             | Shelving Rock, Loan ID - R1D789919657                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    230697 | PA      | $193508.00    | 0.07%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7147658590                            | Shelving Rock, Loan ID - R1D7147658590                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    295327 | PA      | $247720.00    | 0.10%             | 2027-01-01      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789786346                             | Shelving Rock, Loan ID - R1D789786346                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    160809 | PA      | $134887.00    | 0.05%             | 2029-01-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612987701                            | Shelving Rock, Loan ID - R1D7612987701                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33522 | PA      | $28118.00     | 0.01%             | 2032-01-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613121615                            | Shelving Rock, Loan ID - R1D7613121615                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    172320 | PA      | $144542.00    | 0.06%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331742                                    | Achieve, Loan ID - R2697331742                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48569 | PA      | $50162.00     | 0.02%             | 2041-01-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458008                                    | Achieve, Loan ID - R2697458008                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72986 | PA      | $75380.00     | 0.03%             | 2056-01-01      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458297                                    | Achieve, Loan ID - R2697458297                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66040 | PA      | $68207.00     | 0.03%             | 2041-01-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331270                                    | Achieve, Loan ID - R2697331270                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55877 | PA      | $57710.00     | 0.02%             | 2036-01-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331361                                    | Achieve, Loan ID - R2697331361                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33702 | PA      | $34808.00     | 0.01%             | 2041-01-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458164                                    | Achieve, Loan ID - R2697458164                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40470 | PA      | $41798.00     | 0.02%             | 2041-01-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331213                                    | Achieve, Loan ID - R2697331213                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35870 | PA      | $37047.00     | 0.01%             | 2036-01-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331536                                    | Achieve, Loan ID - R2697331536                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83416 | PA      | $86152.00     | 0.03%             | 2041-01-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331494                                    | Achieve, Loan ID - R2697331494                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33622 | PA      | $34725.00     | 0.01%             | 2041-01-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331189                                    | Achieve, Loan ID - R2697331189                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37051 | PA      | $38266.00     | 0.01%             | 2036-01-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697210201                                    | Achieve, Loan ID - R2697210201                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28786 | PA      | $29730.00     | 0.01%             | 2041-01-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458248                                    | Achieve, Loan ID - R2697458248                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     91573 | PA      | $94576.00     | 0.04%             | 2036-01-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331684                                    | Achieve, Loan ID - R2697331684                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69524 | PA      | $71804.00     | 0.03%             | 2041-01-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458230                                    | Achieve, Loan ID - R2697458230                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29561 | PA      | $30530.00     | 0.01%             | 2041-01-01      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331734                                    | Achieve, Loan ID - R2697331734                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36123 | PA      | $37308.00     | 0.01%             | 2041-01-01      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331395                                    | Achieve, Loan ID - R2697331395                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148127 | PA      | $152986.00    | 0.06%             | 2041-01-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458289                                    | Achieve, Loan ID - R2697458289                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80976 | PA      | $83632.00     | 0.03%             | 2041-01-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458438                                    | Achieve, Loan ID - R2697458438                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34502 | PA      | $35634.00     | 0.01%             | 2036-01-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458156                                    | Achieve, Loan ID - R2697458156                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39126 | PA      | $40409.00     | 0.02%             | 2036-01-01      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458073                                    | Achieve, Loan ID - R2697458073                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53791 | PA      | $55556.00     | 0.02%             | 2041-01-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697497550                                    | Achieve, Loan ID - R2697497550                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81864 | PA      | $84549.00     | 0.03%             | 2056-01-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697497634                                    | Achieve, Loan ID - R2697497634                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49204 | PA      | $50818.00     | 0.02%             | 2041-01-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697497592                                    | Achieve, Loan ID - R2697497592                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49925 | PA      | $51562.00     | 0.02%             | 2056-01-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612994574                            | Shelving Rock, Loan ID - R1D7612994574                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45114 | PA      | $37841.00     | 0.01%             | 2031-12-01      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618452353                            | Shelving Rock, Loan ID - R1D7618452353                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38524 | PA      | $32314.00     | 0.01%             | 2027-03-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612563619                            | Shelving Rock, Loan ID - R1D7612563619                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35332 | PA      | $29636.00     | 0.01%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613181106                            | Shelving Rock, Loan ID - R1D7613181106                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8613 | PA      | $7225.00      | 0.00%             | 2037-05-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191427                                    | Achieve, Loan ID - R2697191427                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49498 | PA      | $51121.00     | 0.02%             | 2035-12-01      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193126                                    | Achieve, Loan ID - R2697193126                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    106549 | PA      | $110044.00    | 0.04%             | 2035-12-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191401                                    | Achieve, Loan ID - R2697191401                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77254 | PA      | $79788.00     | 0.03%             | 2045-12-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191443                                    | Achieve, Loan ID - R2697191443                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49944 | PA      | $51582.00     | 0.02%             | 2040-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193803                                    | Achieve, Loan ID - R2697193803                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34557 | PA      | $35691.00     | 0.01%             | 2055-12-01      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191831                                    | Achieve, Loan ID - R2697191831                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60074 | PA      | $62044.00     | 0.02%             | 2045-12-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192227                                    | Achieve, Loan ID - R2697192227                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49854 | PA      | $51489.00     | 0.02%             | 2040-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191534                                    | Achieve, Loan ID - R2697191534                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65239 | PA      | $67379.00     | 0.03%             | 2035-12-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191898                                    | Achieve, Loan ID - R2697191898                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58546 | PA      | $60466.00     | 0.02%             | 2040-12-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192391                                    | Achieve, Loan ID - R2697192391                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     99542 | PA      | $102807.00    | 0.04%             | 2045-12-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193423                                    | Achieve, Loan ID - R2697193423                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84706 | PA      | $87485.00     | 0.03%             | 2055-12-01      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192193                                    | Achieve, Loan ID - R2697192193                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49002 | PA      | $50609.00     | 0.02%             | 2035-12-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191880                                    | Achieve, Loan ID - R2697191880                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15786 | PA      | $16304.00     | 0.01%             | 2035-12-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192011                                    | Achieve, Loan ID - R2697192011                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15935 | PA      | $16458.00     | 0.01%             | 2055-12-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191286                                    | Achieve, Loan ID - R2697191286                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48941 | PA      | $50546.00     | 0.02%             | 2035-12-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192961                                    | Achieve, Loan ID - R2697192961                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44917 | PA      | $46390.00     | 0.02%             | 2040-12-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192169                                    | Achieve, Loan ID - R2697192169                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49737 | PA      | $51368.00     | 0.02%             | 2040-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191849                                    | Achieve, Loan ID - R2697191849                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61733 | PA      | $63758.00     | 0.02%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192185                                    | Achieve, Loan ID - R2697192185                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70290 | PA      | $72596.00     | 0.03%             | 2035-12-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395098                                         | Arivo, Loan ID - C1395098                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32318 | PA      | $32473.00     | 0.01%             | 2029-05-02      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392527                                         | Arivo, Loan ID - C1392527                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36071 | PA      | $36244.00     | 0.01%             | 2029-04-29      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391736                                         | Arivo, Loan ID - C1391736                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17146 | PA      | $17228.00     | 0.01%             | 2029-04-29      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D36749564                            | Bank of America, Loan ID - R1D36749564                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $15.00        | 0.00%             | 2027-07-25      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1314469                    | Capital Asset Management, Loan ID - R1D1314469                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $994.00       | 0.00%             | 2014-04-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51906030034                  | PPR Capital Management, Loan ID - R1D51906030034                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    212701 | PA      | $127472.00    | 0.05%             | 2048-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D52007020001                  | PPR Capital Management, Loan ID - R1D52007020001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18983 | PA      | $11377.00     | 0.00%             | 2038-04-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D52110130001                  | PPR Capital Management, Loan ID - R1D52110130001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96884 | PA      | $58063.00     | 0.02%             | 2042-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D65796677                            | Bank of America, Loan ID - R1D65796677                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4184 | PA      | $3605.00      | 0.00%             | 2029-10-25      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D67442686                            | Bank of America, Loan ID - R1D67442686                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4685 | PA      | $4036.00      | 0.00%             | 2029-10-25      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D648343679                           | Bank of America, Loan ID - R1D648343679                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56717 | PA      | $48862.00     | 0.02%             | 2029-11-25      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D667955965                           | Bank of America, Loan ID - R1D667955965                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6671 | PA      | $5747.00      | 0.00%             | 2029-10-25      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D677588112                           | Bank of America, Loan ID - R1D677588112                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13667 | PA      | $11774.00     | 0.00%             | 2029-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D681784389                           | Bank of America, Loan ID - R1D681784389                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    379955 | PA      | $327331.00    | 0.13%             | 2029-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D681965722                           | Bank of America, Loan ID - R1D681965722                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20390 | PA      | $17566.00     | 0.01%             | 2029-10-25      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D682449041                           | Bank of America, Loan ID - R1D682449041                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12291 | PA      | $10589.00     | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D682585998                           | Bank of America, Loan ID - R1D682585998                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $273.00       | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D683170000                           | Bank of America, Loan ID - R1D683170000                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17414 | PA      | $15002.00     | 0.01%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684180712                           | Bank of America, Loan ID - R1D684180712                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4403 | PA      | $3793.00      | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684517492                           | Bank of America, Loan ID - R1D684517492                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32592 | PA      | $28078.00     | 0.01%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684953503                           | Bank of America, Loan ID - R1D684953503                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13261 | PA      | $11425.00     | 0.00%             | 2029-11-25      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D685329020                           | Bank of America, Loan ID - R1D685329020                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $1851.00      | 0.00%             | 2029-11-25      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D685968483                           | Bank of America, Loan ID - R1D685968483                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6114 | PA      | $5268.00      | 0.00%             | 2029-11-25      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612934083                            | Shelving Rock, Loan ID - R1D7612934083                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36247 | PA      | $30404.00     | 0.01%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9156031844                            | Shelving Rock, Loan ID - R1D9156031844                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36599 | PA      | $28324.00     | 0.01%             | 2032-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989925469                             | Shelving Rock, Loan ID - R1D989925469                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17349 | PA      | $13426.00     | 0.01%             | 2030-11-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612960286                            | Shelving Rock, Loan ID - R1D9612960286                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34865 | PA      | $26982.00     | 0.01%             | 2045-06-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1489048                                         | Arivo, Loan ID - C1489048                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22166 | PA      | $22272.00     | 0.01%             | 2029-08-30      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385521                                         | Arivo, Loan ID - C1385521                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30201 | PA      | $30346.00     | 0.01%             | 2027-10-19      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393111                                         | Arivo, Loan ID - C1393111                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23803 | PA      | $23917.00     | 0.01%             | 2029-04-29      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492310                                         | Arivo, Loan ID - C1492310                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25339 | PA      | $25461.00     | 0.01%             | 2029-09-21      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393576                                         | Arivo, Loan ID - C1393576                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21117 | PA      | $21219.00     | 0.01%             | 2029-04-30      | Fixed         | 21.54%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388993                                         | Arivo, Loan ID - C1388993                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24683 | PA      | $24801.00     | 0.01%             | 2029-04-23      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390027                                         | Arivo, Loan ID - C1390027                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19052 | PA      | $19144.00     | 0.01%             | 2029-04-23      | Fixed         | 17.15%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386731                                         | Arivo, Loan ID - C1386731                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20513 | PA      | $20611.00     | 0.01%             | 2029-04-23      | Fixed         | 13.45%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493370                                         | Arivo, Loan ID - C1493370                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23958 | PA      | $24073.00     | 0.01%             | 2029-09-22      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1487273                                         | Arivo, Loan ID - C1487273                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25342 | PA      | $25463.00     | 0.01%             | 2029-09-12      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394614                                         | Arivo, Loan ID - C1394614                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25451 | PA      | $25573.00     | 0.01%             | 2029-05-01      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394691                                         | Arivo, Loan ID - C1394691                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22584 | PA      | $22692.00     | 0.01%             | 2029-05-01      | Fixed         | 15.96%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31388907                                      | Achieve, Loan ID - C31388907                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14334 | PA      | $14069.00     | 0.01%             | 2027-06-16      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389338                                         | Arivo, Loan ID - C1389338                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $520.00       | 0.00%             | 2029-04-25      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395472                                         | Arivo, Loan ID - C1395472                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26142 | PA      | $26267.00     | 0.01%             | 2029-05-02      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C22902472                                      | Achieve, Loan ID - C22902472                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10264 | PA      | $10074.00     | 0.00%             | 2026-12-10      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387393                                         | Arivo, Loan ID - C1387393                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25484 | PA      | $25606.00     | 0.01%             | 2029-04-25      | Fixed         | 16.86%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24281913                                      | Achieve, Loan ID - C24281913                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20612 | PA      | $20231.00     | 0.01%             | 2028-02-29      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389039                                         | Arivo, Loan ID - C1389039                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29063 | PA      | $29203.00     | 0.01%             | 2029-04-09      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389469                                         | Arivo, Loan ID - C1389469                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20631 | PA      | $20730.00     | 0.01%             | 2029-04-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392651                                         | Arivo, Loan ID - C1392651                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22552 | PA      | $22660.00     | 0.01%             | 2029-05-02      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392364                                         | Arivo, Loan ID - C1392364                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21007 | PA      | $21108.00     | 0.01%             | 2029-04-29      | Fixed         | 22.07%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387867                                         | Arivo, Loan ID - C1387867                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22495 | PA      | $22603.00     | 0.01%             | 2029-04-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385526                                         | Arivo, Loan ID - C1385526                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20087 | PA      | $20184.00     | 0.01%             | 2029-04-30      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389425                                         | Arivo, Loan ID - C1389425                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21167 | PA      | $21269.00     | 0.01%             | 2029-05-01      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387732                                         | Arivo, Loan ID - C1387732                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19312 | PA      | $19404.00     | 0.01%             | 2029-04-23      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392104                                         | Arivo, Loan ID - C1392104                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20203 | PA      | $20300.00     | 0.01%             | 2029-04-28      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390700                                         | Arivo, Loan ID - C1390700                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19702 | PA      | $19797.00     | 0.01%             | 2029-04-27      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393075                                         | Arivo, Loan ID - C1393075                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20059 | PA      | $20155.00     | 0.01%             | 2029-04-15      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392420                                         | Arivo, Loan ID - C1392420                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5126 | PA      | $5150.00      | 0.00%             | 2027-10-29      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388855                                         | Arivo, Loan ID - C1388855                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17518 | PA      | $17603.00     | 0.01%             | 2029-04-15      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393593                                         | Arivo, Loan ID - C1393593                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21399 | PA      | $21501.00     | 0.01%             | 2029-05-01      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24228404                                      | Achieve, Loan ID - C24228404                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8529 | PA      | $8371.00      | 0.00%             | 2027-01-27      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488570                                         | Arivo, Loan ID - C1488570                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4547 | PA      | $4568.00      | 0.00%             | 2029-09-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391838                                         | Arivo, Loan ID - C1391838                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25688 | PA      | $25812.00     | 0.01%             | 2029-04-28      | Fixed         | 22.66%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393720                                         | Arivo, Loan ID - C1393720                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19362 | PA      | $19455.00     | 0.01%             | 2029-04-30      | Fixed         | 14.52%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388696                                         | Arivo, Loan ID - C1388696                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20565 | PA      | $20663.00     | 0.01%             | 2029-04-12      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395338                                         | Arivo, Loan ID - C1395338                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26108 | PA      | $26233.00     | 0.01%             | 2029-05-03      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392840                                         | Arivo, Loan ID - C1392840                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18660 | PA      | $18749.00     | 0.01%             | 2029-04-29      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392421                                         | Arivo, Loan ID - C1392421                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20980 | PA      | $21080.00     | 0.01%             | 2029-04-28      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389502                                         | Arivo, Loan ID - C1389502                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22485 | PA      | $22593.00     | 0.01%             | 2029-04-28      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391647                                         | Arivo, Loan ID - C1391647                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13702 | PA      | $13768.00     | 0.01%             | 2029-04-29      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9617982608                            | Shelving Rock, Loan ID - R1D9617982608                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    147529 | PA      | $114172.00    | 0.04%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158991614                            | Shelving Rock, Loan ID - R1D9158991614                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52641 | PA      | $40739.00     | 0.02%             | 2041-06-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158148855                            | Shelving Rock, Loan ID - R1D9158148855                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    129266 | PA      | $100039.00    | 0.04%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618450936                            | Shelving Rock, Loan ID - R1D9618450936                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88235 | PA      | $68285.00     | 0.03%             | 2029-06-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192631                                    | Achieve, Loan ID - R2697192631                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29377 | PA      | $30340.00     | 0.01%             | 2035-12-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192680                                    | Achieve, Loan ID - R2697192680                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45568 | PA      | $47062.00     | 0.02%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193183                                    | Achieve, Loan ID - R2697193183                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61291 | PA      | $63302.00     | 0.02%             | 2040-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192896                                    | Achieve, Loan ID - R2697192896                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130775 | PA      | $135065.00    | 0.05%             | 2055-12-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1486798                                         | Arivo, Loan ID - C1486798                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15344 | PA      | $15417.00     | 0.01%             | 2029-09-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31396148                                      | Achieve, Loan ID - C31396148                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16246 | PA      | $15946.00     | 0.01%             | 2029-02-28      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1489582                                         | Arivo, Loan ID - C1489582                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15277 | PA      | $15351.00     | 0.01%             | 2029-09-16      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31384566                                      | Achieve, Loan ID - C31384566                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16054 | PA      | $15757.00     | 0.01%             | 2028-09-26      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34873664                                      | Achieve, Loan ID - C34873664                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11668 | PA      | $11452.00     | 0.00%             | 2028-12-20      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23301086                                      | Achieve, Loan ID - C23301086                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13016 | PA      | $12775.00     | 0.00%             | 2028-03-13      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394590                                         | Arivo, Loan ID - C1394590                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14039 | PA      | $14106.00     | 0.01%             | 2029-04-17      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393263                                         | Arivo, Loan ID - C1393263                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19483 | PA      | $19577.00     | 0.01%             | 2029-04-30      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24770901                                      | Achieve, Loan ID - C24770901                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6289 | PA      | $6173.00      | 0.00%             | 2026-12-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1381533                                         | Arivo, Loan ID - C1381533                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16513 | PA      | $16593.00     | 0.01%             | 2029-04-13      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387802                                         | Arivo, Loan ID - C1387802                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14969 | PA      | $15041.00     | 0.01%             | 2029-04-22      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1381923                                         | Arivo, Loan ID - C1381923                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16663 | PA      | $16743.00     | 0.01%             | 2029-04-23      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391610                                         | Arivo, Loan ID - C1391610                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19928 | PA      | $20023.00     | 0.01%             | 2029-04-13      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394218                                         | Arivo, Loan ID - C1394218                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15533 | PA      | $15608.00     | 0.01%             | 2029-04-17      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1381078                                         | Arivo, Loan ID - C1381078                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20342 | PA      | $20440.00     | 0.01%             | 2029-04-27      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160086154                    | CTF Asset Management, Loan ID - R1D89160086154                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71089 | PA      | $61151.00     | 0.02%             | 2038-09-01      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083656                    | CTF Asset Management, Loan ID - R1D89160083656                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81835 | PA      | $70395.00     | 0.03%             | 2053-04-01      | Fixed         | 5.80%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160067642                    | CTF Asset Management, Loan ID - R1D89160067642                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74221 | PA      | $63845.00     | 0.02%             | 2052-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862651831                      | CTF Asset Management, Loan ID - R1D862651831                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66233 | PA      | $56973.00     | 0.02%             | 2052-06-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160080998                    | CTF Asset Management, Loan ID - R1D89160080998                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79373 | PA      | $68277.00     | 0.03%             | 2037-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160038038                    | CTF Asset Management, Loan ID - R1D89160038038                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67422 | PA      | $57996.00     | 0.02%             | 2036-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160086156                    | CTF Asset Management, Loan ID - R1D89160086156                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65370 | PA      | $56231.00     | 0.02%             | 2038-09-01      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160075026                    | CTF Asset Management, Loan ID - R1D89160075026                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73930 | PA      | $63594.00     | 0.02%             | 2049-05-20      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862750401                      | CTF Asset Management, Loan ID - R1D862750401                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72500 | PA      | $62365.00     | 0.02%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160062114                    | CTF Asset Management, Loan ID - R1D89160062114                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85440 | PA      | $73495.00     | 0.03%             | 2051-06-15      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070254                    | CTF Asset Management, Loan ID - R1D89160070254                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56886 | PA      | $48933.00     | 0.02%             | 2031-09-20      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160086190                    | CTF Asset Management, Loan ID - R1D89160086190                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76719 | PA      | $65993.00     | 0.03%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160082270                    | CTF Asset Management, Loan ID - R1D89160082270                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61804 | PA      | $53164.00     | 0.02%             | 2037-08-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160058918                    | CTF Asset Management, Loan ID - R1D89160058918                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87894 | PA      | $75606.00     | 0.03%             | 2052-11-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160086670                    | CTF Asset Management, Loan ID - R1D89160086670                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58569 | PA      | $50381.00     | 0.02%             | 2053-12-01      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491136                      | CTF Asset Management, Loan ID - R1D865491136                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57437 | PA      | $49407.00     | 0.02%             | 2052-09-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862876396                      | CTF Asset Management, Loan ID - R1D862876396                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60500 | PA      | $52042.00     | 0.02%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160046378                    | CTF Asset Management, Loan ID - R1D89160046378                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74686 | PA      | $64245.00     | 0.02%             | 2063-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490971                      | CTF Asset Management, Loan ID - R1D865490971                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54743 | PA      | $47090.00     | 0.02%             | 2052-08-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070252                    | CTF Asset Management, Loan ID - R1D89160070252                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55282 | PA      | $47553.00     | 0.02%             | 2037-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862731658                      | CTF Asset Management, Loan ID - R1D862731658                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59500 | PA      | $51182.00     | 0.02%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490997                      | CTF Asset Management, Loan ID - R1D865490997                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52425 | PA      | $45096.00     | 0.02%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083650                    | CTF Asset Management, Loan ID - R1D89160083650                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61000 | PA      | $52472.00     | 0.02%             | 2028-01-01      | Fixed         | 5.89%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191930                                    | Achieve, Loan ID - R2697191930                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69693 | PA      | $71979.00     | 0.03%             | 2040-12-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193134                                    | Achieve, Loan ID - R2697193134                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30854 | PA      | $31866.00     | 0.01%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192367                                    | Achieve, Loan ID - R2697192367                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33952 | PA      | $35066.00     | 0.01%             | 2055-12-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191526                                    | Achieve, Loan ID - R2697191526                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70926 | PA      | $73253.00     | 0.03%             | 2040-12-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875958325                          | Bank of America, Loan ID - R1D4875958325                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11780 | PA      | $9755.00      | 0.00%             | 2031-12-01      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875960106                          | Bank of America, Loan ID - R1D4875960106                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28130 | PA      | $23294.00     | 0.01%             | 2032-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875973630                          | Bank of America, Loan ID - R1D4875973630                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9151 | PA      | $7578.00      | 0.00%             | 2031-03-20      | Fixed         | 6.74%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876317082                          | Bank of America, Loan ID - R1D4876317082                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59371 | PA      | $49165.00     | 0.02%             | 2030-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876762155                          | Bank of America, Loan ID - R1D4876762155                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57703 | PA      | $47784.00     | 0.02%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876763347                          | Bank of America, Loan ID - R1D4876763347                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    390733 | PA      | $323566.00    | 0.12%             | 2063-06-01      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876771641                          | Bank of America, Loan ID - R1D4876771641                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    137964 | PA      | $114248.00    | 0.04%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876787441                          | Bank of America, Loan ID - R1D4876787441                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    322224 | PA      | $266834.00    | 0.10%             | 2058-10-01      | Fixed         | 3.38%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4877096402                          | Bank of America, Loan ID - R1D4877096402                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30803 | PA      | $25508.00     | 0.01%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4877182962                          | Bank of America, Loan ID - R1D4877182962                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48719 | PA      | $40344.00     | 0.02%             | 2031-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4877521188                          | Bank of America, Loan ID - R1D4877521188                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8509 | PA      | $7047.00      | 0.00%             | 2032-02-09      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51303030492                  | PPR Capital Management, Loan ID - R1D51303030492                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46668 | PA      | $27968.00     | 0.01%             | 2062-10-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030022                  | PPR Capital Management, Loan ID - R1D51403030022                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    153406 | PA      | $91936.00     | 0.04%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030279                  | PPR Capital Management, Loan ID - R1D51403030279                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85282 | PA      | $51109.00     | 0.02%             | 2036-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030352                  | PPR Capital Management, Loan ID - R1D51403030352                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87440 | PA      | $52403.00     | 0.02%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030948                  | PPR Capital Management, Loan ID - R1D51403030948                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22967 | PA      | $13764.00     | 0.01%             | 2038-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51502010013                  | PPR Capital Management, Loan ID - R1D51502010013                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5589 | PA      | $3349.00      | 0.00%             | 2042-11-01      | Fixed         | 8.35%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51506010146                  | PPR Capital Management, Loan ID - R1D51506010146                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67743 | PA      | $40598.00     | 0.02%             | 2046-12-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51506010444                  | PPR Capital Management, Loan ID - R1D51506010444                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51258 | PA      | $30719.00     | 0.01%             | 2052-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160085000                    | CTF Asset Management, Loan ID - R1D89160085000                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72331 | PA      | $62219.00     | 0.02%             | 2043-11-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31390921                                      | Achieve, Loan ID - C31390921                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1932 | PA      | $1896.00      | 0.00%             | 2027-06-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24941466                                      | Achieve, Loan ID - C24941466                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1508.00      | 0.00%             | 2026-12-30      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31393020                                      | Achieve, Loan ID - C31393020                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4495 | PA      | $4412.00      | 0.00%             | 2028-07-27      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34739349                                      | Achieve, Loan ID - C34739349                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4685 | PA      | $4599.00      | 0.00%             | 2028-12-28      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24702290                                      | Achieve, Loan ID - C24702290                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4466 | PA      | $4384.00      | 0.00%             | 2027-12-24      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31391521                                      | Achieve, Loan ID - C31391521                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5432 | PA      | $5331.00      | 0.00%             | 2028-06-14      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31405619                                      | Achieve, Loan ID - C31405619                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5790 | PA      | $5683.00      | 0.00%             | 2028-06-16      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24002565                                      | Achieve, Loan ID - C24002565                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5333 | PA      | $5234.00      | 0.00%             | 2027-12-10      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31424651                                      | Achieve, Loan ID - C31424651                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5951 | PA      | $5841.00      | 0.00%             | 2028-06-14      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31358659                                      | Achieve, Loan ID - C31358659                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5747 | PA      | $5640.00      | 0.00%             | 2028-06-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31359319                                      | Achieve, Loan ID - C31359319                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5956 | PA      | $5846.00      | 0.00%             | 2028-06-12      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34651006                                      | Achieve, Loan ID - C34651006                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5731 | PA      | $5625.00      | 0.00%             | 2027-11-06      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31389230                                      | Achieve, Loan ID - C31389230                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $1034.00      | 0.00%             | 2028-06-16      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392009                                         | Arivo, Loan ID - C1392009                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5371 | PA      | $5397.00      | 0.00%             | 2027-10-13      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388406                                         | Arivo, Loan ID - C1388406                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6751 | PA      | $6784.00      | 0.00%             | 2029-04-23      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23992646                                      | Achieve, Loan ID - C23992646                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6181 | PA      | $6066.00      | 0.00%             | 2028-01-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31394748                                      | Achieve, Loan ID - C31394748                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4821 | PA      | $4732.00      | 0.00%             | 2027-06-29      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31396302                                      | Achieve, Loan ID - C31396302                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5739 | PA      | $5633.00      | 0.00%             | 2028-07-26      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24842245                                      | Achieve, Loan ID - C24842245                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5176 | PA      | $5080.00      | 0.00%             | 2027-12-26      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24783767                                      | Achieve, Loan ID - C24783767                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2543 | PA      | $2496.00      | 0.00%             | 2028-05-09      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24941009                                      | Achieve, Loan ID - C24941009                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4522 | PA      | $4438.00      | 0.00%             | 2027-02-25      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23500788                                      | Achieve, Loan ID - C23500788                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5464 | PA      | $5363.00      | 0.00%             | 2028-01-15      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31369376                                      | Achieve, Loan ID - C31369376                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1646.00      | 0.00%             | 2028-06-30      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23966505                                      | Achieve, Loan ID - C23966505                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11643 | PA      | $11427.00     | 0.00%             | 2028-02-28      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386584                                         | Arivo, Loan ID - C1386584                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15053 | PA      | $15125.00     | 0.01%             | 2029-04-21      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34925650                                      | Achieve, Loan ID - C34925650                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13107 | PA      | $12864.00     | 0.00%             | 2028-11-21      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191245                                    | Achieve, Loan ID - R2697191245                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85781 | PA      | $88595.00     | 0.03%             | 2035-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191666                                    | Achieve, Loan ID - R2697191666                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69083 | PA      | $71348.00     | 0.03%             | 2040-12-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193043                                    | Achieve, Loan ID - R2697193043                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    101893 | PA      | $105235.00    | 0.04%             | 2040-12-01      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193217                                    | Achieve, Loan ID - R2697193217                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71275 | PA      | $73613.00     | 0.03%             | 2035-12-01      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789931830                             | Shelving Rock, Loan ID - R1D789931830                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62134 | PA      | $52118.00     | 0.02%             | 2032-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7152875318                            | Shelving Rock, Loan ID - R1D7152875318                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68105 | PA      | $57127.00     | 0.02%             | 2027-01-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7154664695                            | Shelving Rock, Loan ID - R1D7154664695                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42961 | PA      | $36036.00     | 0.01%             | 2037-04-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7131263557                            | Shelving Rock, Loan ID - R1D7131263557                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98309 | PA      | $82462.00     | 0.03%             | 2027-03-01      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193100                                    | Achieve, Loan ID - R2697193100                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60228 | PA      | $62204.00     | 0.02%             | 2035-12-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191575                                    | Achieve, Loan ID - R2697191575                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42199 | PA      | $43583.00     | 0.02%             | 2055-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193639                                    | Achieve, Loan ID - R2697193639                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22539 | PA      | $23278.00     | 0.01%             | 2055-12-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191799                                    | Achieve, Loan ID - R2697191799                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51560 | PA      | $53251.00     | 0.02%             | 2035-12-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191336                                    | Achieve, Loan ID - R2697191336                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70589 | PA      | $72904.00     | 0.03%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191344                                    | Achieve, Loan ID - R2697191344                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19796 | PA      | $20445.00     | 0.01%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191302                                    | Achieve, Loan ID - R2697191302                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    107726 | PA      | $111260.00    | 0.04%             | 2055-12-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191252                                    | Achieve, Loan ID - R2697191252                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17631 | PA      | $18209.00     | 0.01%             | 2035-12-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191278                                    | Achieve, Loan ID - R2697191278                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8777 | PA      | $9065.00      | 0.00%             | 2045-12-01      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191591                                    | Achieve, Loan ID - R2697191591                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67757 | PA      | $69979.00     | 0.03%             | 2040-12-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192078                                    | Achieve, Loan ID - R2697192078                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75920 | PA      | $78410.00     | 0.03%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192649                                    | Achieve, Loan ID - R2697192649                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49366 | PA      | $50985.00     | 0.02%             | 2040-12-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191567                                    | Achieve, Loan ID - R2697191567                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83428 | PA      | $86165.00     | 0.03%             | 2055-12-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192128                                    | Achieve, Loan ID - R2697192128                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21275 | PA      | $21973.00     | 0.01%             | 2040-12-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191716                                    | Achieve, Loan ID - R2697191716                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     94517 | PA      | $97617.00     | 0.04%             | 2040-12-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193878                                    | Achieve, Loan ID - R2697193878                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    138073 | PA      | $142602.00    | 0.05%             | 2035-12-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191773                                    | Achieve, Loan ID - R2697191773                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75136 | PA      | $77601.00     | 0.03%             | 2040-12-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191708                                    | Achieve, Loan ID - R2697191708                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40524 | PA      | $41853.00     | 0.02%             | 2055-12-01      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191807                                    | Achieve, Loan ID - R2697191807                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39000 | PA      | $40279.00     | 0.02%             | 2040-12-01      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1233673                    | Capital Asset Management, Loan ID - R1D1233673                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7131 | PA      | $5250.00      | 0.00%             | 2027-02-15      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1388909                    | Capital Asset Management, Loan ID - R1D1388909                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5624 | PA      | $4141.00      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1377909                    | Capital Asset Management, Loan ID - R1D1377909                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $209.00       | 0.00%             | 2022-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1584709                    | Capital Asset Management, Loan ID - R1D1584709                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7020 | PA      | $5169.00      | 0.00%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1391275                    | Capital Asset Management, Loan ID - R1D1391275                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9131 | PA      | $6723.00      | 0.00%             | 2032-01-05      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1393130                    | Capital Asset Management, Loan ID - R1D1393130                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1167.00      | 0.00%             | 2029-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1374601                    | Capital Asset Management, Loan ID - R1D1374601                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8960 | PA      | $6598.00      | 0.00%             | 2028-05-08      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1384420                    | Capital Asset Management, Loan ID - R1D1384420                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16772 | PA      | $12349.00     | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1394531                    | Capital Asset Management, Loan ID - R1D1394531                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8887 | PA      | $6544.00      | 0.00%             | 2028-04-04      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D345744745                           | Bank of America, Loan ID - R1D345744745                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2696 | PA      | $2228.00      | 0.00%             | 2028-11-25      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D377116667                           | Bank of America, Loan ID - R1D377116667                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9988 | PA      | $8254.00      | 0.00%             | 2024-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1383904                    | Capital Asset Management, Loan ID - R1D1383904                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       971 | PA      | $715.00       | 0.00%             | 2026-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1373352                    | Capital Asset Management, Loan ID - R1D1373352                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9070 | PA      | $6678.00      | 0.00%             | 2028-11-28      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1386680                    | Capital Asset Management, Loan ID - R1D1386680                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11552 | PA      | $8506.00      | 0.00%             | 2034-01-19      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1330504                    | Capital Asset Management, Loan ID - R1D1330504                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       815 | PA      | $600.00       | 0.00%             | 2031-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333231                    | Capital Asset Management, Loan ID - R1D1333231                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11012 | PA      | $8108.00      | 0.00%             | 2037-08-01      | Fixed         | 0.01%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D331184438                           | Bank of America, Loan ID - R1D331184438                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10395 | PA      | $8590.00      | 0.00%             | 2051-05-01      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D333118907                           | Bank of America, Loan ID - R1D333118907                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5052 | PA      | $4175.00      | 0.00%             | 2028-09-25      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582848                    | Capital Asset Management, Loan ID - R1D1582848                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11335 | PA      | $8346.00      | 0.00%             | 2029-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1388781                    | Capital Asset Management, Loan ID - R1D1388781                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19117 | PA      | $14076.00     | 0.01%             | 2040-11-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1387610                    | Capital Asset Management, Loan ID - R1D1387610                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13567 | PA      | $9990.00      | 0.00%             | 2032-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1331024                    | Capital Asset Management, Loan ID - R1D1331024                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14346 | PA      | $10563.00     | 0.00%             | 2023-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582190                    | Capital Asset Management, Loan ID - R1D1582190                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6534 | PA      | $4811.00      | 0.00%             | 2028-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613024009                            | Shelving Rock, Loan ID - R1D7613024009                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55919 | PA      | $46905.00     | 0.02%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613190438                            | Shelving Rock, Loan ID - R1D7613190438                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    108864 | PA      | $91315.00     | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193316                                    | Achieve, Loan ID - R2697193316                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60650 | PA      | $62640.00     | 0.02%             | 2040-12-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193027                                    | Achieve, Loan ID - R2697193027                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85176 | PA      | $87970.00     | 0.03%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697504025                                    | Achieve, Loan ID - R2697504025                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    143558 | PA      | $148267.00    | 0.06%             | 2041-01-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697573988                                    | Achieve, Loan ID - R2697573988                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54889 | PA      | $56689.00     | 0.02%             | 2041-02-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697497253                                    | Achieve, Loan ID - R2697497253                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69982 | PA      | $72277.00     | 0.03%             | 2036-01-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697556546                                    | Achieve, Loan ID - R2697556546                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     93893 | PA      | $96972.00     | 0.04%             | 2041-01-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697497329                                    | Achieve, Loan ID - R2697497329                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96227 | PA      | $99383.00     | 0.04%             | 2056-01-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697503944                                    | Achieve, Loan ID - R2697503944                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48080 | PA      | $49657.00     | 0.02%             | 2041-01-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697497626                                    | Achieve, Loan ID - R2697497626                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73729 | PA      | $76147.00     | 0.03%             | 2036-01-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697556462                                    | Achieve, Loan ID - R2697556462                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40812 | PA      | $42150.00     | 0.02%             | 2056-01-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697504017                                    | Achieve, Loan ID - R2697504017                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58021 | PA      | $59924.00     | 0.02%             | 2056-01-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697503993                                    | Achieve, Loan ID - R2697503993                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27527 | PA      | $28430.00     | 0.01%             | 2036-01-01      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697504033                                    | Achieve, Loan ID - R2697504033                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53983 | PA      | $55753.00     | 0.02%             | 2036-01-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697574036                                    | Achieve, Loan ID - R2697574036                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72413 | PA      | $74789.00     | 0.03%             | 2056-02-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697504157                                    | Achieve, Loan ID - R2697504157                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80196 | PA      | $82826.00     | 0.03%             | 2046-01-01      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697556843                                    | Achieve, Loan ID - R2697556843                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65498 | PA      | $67646.00     | 0.03%             | 2056-01-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697556322                                    | Achieve, Loan ID - R2697556322                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    223485 | PA      | $230816.00    | 0.09%             | 2056-01-01      | Fixed         | 7.35%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697503977                                    | Achieve, Loan ID - R2697503977                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43750 | PA      | $45185.00     | 0.02%             | 2036-01-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697497436                                    | Achieve, Loan ID - R2697497436                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    109788 | PA      | $113389.00    | 0.04%             | 2041-01-01      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697504215                                    | Achieve, Loan ID - R2697504215                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    174018 | PA      | $179726.00    | 0.07%             | 2056-01-01      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697573848                                    | Achieve, Loan ID - R2697573848                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67755 | PA      | $69977.00     | 0.03%             | 2041-02-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7146417973                            | Shelving Rock, Loan ID - R1D7146417973                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46458 | PA      | $38969.00     | 0.01%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612845552                            | Shelving Rock, Loan ID - R1D7612845552                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54466 | PA      | $45686.00     | 0.02%             | 2026-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153681515                            | Shelving Rock, Loan ID - R1D7153681515                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67774 | PA      | $56849.00     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9141942568                            | Shelving Rock, Loan ID - R1D9141942568                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79729 | PA      | $61702.00     | 0.02%             | 2028-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989786385                             | Shelving Rock, Loan ID - R1D989786385                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    132184 | PA      | $102297.00    | 0.04%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612761841                            | Shelving Rock, Loan ID - R1D9612761841                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55128 | PA      | $42663.00     | 0.02%             | 2028-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9131159016                            | Shelving Rock, Loan ID - R1D9131159016                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73889 | PA      | $57183.00     | 0.02%             | 2026-12-01      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613176767                            | Shelving Rock, Loan ID - R1D9613176767                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27447 | PA      | $21241.00     | 0.01%             | 2034-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158789377                            | Shelving Rock, Loan ID - R1D9158789377                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29360 | PA      | $22722.00     | 0.01%             | 2029-03-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613052844                            | Shelving Rock, Loan ID - R1D9613052844                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34798 | PA      | $26930.00     | 0.01%             | 2032-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9148123833                            | Shelving Rock, Loan ID - R1D9148123833                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50787 | PA      | $39304.00     | 0.02%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613041136                            | Shelving Rock, Loan ID - R1D9613041136                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35531 | PA      | $27497.00     | 0.01%             | 2032-01-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613067354                            | Shelving Rock, Loan ID - R1D9613067354                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5858 | PA      | $4533.00      | 0.00%             | 2027-03-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612970285                            | Shelving Rock, Loan ID - R1D9612970285                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16434 | PA      | $12718.00     | 0.00%             | 2033-06-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91084131                              | Shelving Rock, Loan ID - R1D91084131                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49884 | PA      | $38605.00     | 0.01%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D912791                                | Shelving Rock, Loan ID - R1D912791                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71821 | PA      | $55583.00     | 0.02%             | 2027-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D21000859216                         | Bank of America, Loan ID - R1D21000859216                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70293 | PA      | $58259.00     | 0.02%             | 2037-05-03      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1409498                    | Capital Asset Management, Loan ID - R1D1409498                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55507 | PA      | $40870.00     | 0.02%             | 2035-09-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1402439                    | Capital Asset Management, Loan ID - R1D1402439                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50747 | PA      | $37365.00     | 0.01%             | 2041-09-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1409506                    | Capital Asset Management, Loan ID - R1D1409506                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33917 | PA      | $24973.00     | 0.01%             | 2032-07-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1404279                    | Capital Asset Management, Loan ID - R1D1404279                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21712 | PA      | $15986.00     | 0.01%             | 2037-11-04      | Fixed         | 0.01%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1332898                    | Capital Asset Management, Loan ID - R1D1332898                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19468 | PA      | $14334.00     | 0.01%             | 2037-02-01      | Fixed         | 0.01%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1405456                    | Capital Asset Management, Loan ID - R1D1405456                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13236 | PA      | $9746.00      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191468                                    | Achieve, Loan ID - R2697191468                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41243 | PA      | $42596.00     | 0.02%             | 2035-12-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192607                                    | Achieve, Loan ID - R2697192607                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64365 | PA      | $66476.00     | 0.03%             | 2040-12-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192698                                    | Achieve, Loan ID - R2697192698                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59721 | PA      | $61680.00     | 0.02%             | 2040-12-01      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192797                                    | Achieve, Loan ID - R2697192797                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35313 | PA      | $36472.00     | 0.01%             | 2035-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686170042                           | Bank of America, Loan ID - R1D686170042                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144976 | PA      | $124896.00    | 0.05%             | 2029-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686179719                           | Bank of America, Loan ID - R1D686179719                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6045 | PA      | $5207.00      | 0.00%             | 2029-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686281525                           | Bank of America, Loan ID - R1D686281525                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4248 | PA      | $3659.00      | 0.00%             | 2029-11-25      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686392408                           | Bank of America, Loan ID - R1D686392408                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82692 | PA      | $71240.00     | 0.03%             | 2029-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686481633                           | Bank of America, Loan ID - R1D686481633                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12991 | PA      | $11192.00     | 0.00%             | 2029-11-25      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71006123597                           | Shelving Rock, Loan ID - R1D71006123597                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    162575 | PA      | $136368.00    | 0.05%             | 2026-11-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D714141816                             | Shelving Rock, Loan ID - R1D714141816                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    314122 | PA      | $263485.00    | 0.10%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7150554252                            | Shelving Rock, Loan ID - R1D7150554252                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60874 | PA      | $51061.00     | 0.02%             | 2027-05-01      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7190028                               | Shelving Rock, Loan ID - R1D7190028                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    162624 | PA      | $136409.00    | 0.05%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7358309                               | Shelving Rock, Loan ID - R1D7358309                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73183 | PA      | $61386.00     | 0.02%             | 2043-08-01      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7371699                               | Shelving Rock, Loan ID - R1D7371699                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    151493 | PA      | $127073.00    | 0.05%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7372448                               | Shelving Rock, Loan ID - R1D7372448                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    244653 | PA      | $205215.00    | 0.08%             | 2037-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7403476                               | Shelving Rock, Loan ID - R1D7403476                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19112 | PA      | $16032.00     | 0.01%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7358890                               | Shelving Rock, Loan ID - R1D7358890                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    189620 | PA      | $159054.00    | 0.06%             | 2029-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7379247                               | Shelving Rock, Loan ID - R1D7379247                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62717 | PA      | $52607.00     | 0.02%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7501374                               | Shelving Rock, Loan ID - R1D7501374                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44440 | PA      | $37276.00     | 0.01%             | 2026-10-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005349123                           | Shelving Rock, Loan ID - R1D71005349123                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10371 | PA      | $8699.00      | 0.00%             | 2031-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005332444                           | Shelving Rock, Loan ID - R1D71005332444                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24424 | PA      | $20487.00     | 0.01%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7614380152                            | Shelving Rock, Loan ID - R1D7614380152                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125526 | PA      | $105291.00    | 0.04%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158767452                            | Shelving Rock, Loan ID - R1D9158767452                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66536 | PA      | $51492.00     | 0.02%             | 2037-04-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612072348                            | Shelving Rock, Loan ID - R1D9612072348                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17190 | PA      | $13303.00     | 0.01%             | 2031-05-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618442362                            | Shelving Rock, Loan ID - R1D9618442362                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57412 | PA      | $44431.00     | 0.02%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612844068                            | Shelving Rock, Loan ID - R1D9612844068                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    135783 | PA      | $105083.00    | 0.04%             | 2029-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618448088                            | Shelving Rock, Loan ID - R1D9618448088                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27202 | PA      | $21052.00     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612999375                            | Shelving Rock, Loan ID - R1D9612999375                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23909 | PA      | $18504.00     | 0.01%             | 2029-09-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618449102                            | Shelving Rock, Loan ID - R1D9618449102                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65629 | PA      | $50790.00     | 0.02%             | 2029-05-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618452650                            | Shelving Rock, Loan ID - R1D9618452650                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    141023 | PA      | $109137.00    | 0.04%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9155934430                            | Shelving Rock, Loan ID - R1D9155934430                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40784 | PA      | $31563.00     | 0.01%             | 2030-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613142967                            | Shelving Rock, Loan ID - R1D9613142967                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13636 | PA      | $10553.00     | 0.00%             | 2029-05-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612943639                            | Shelving Rock, Loan ID - R1D9612943639                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58476 | PA      | $45255.00     | 0.02%             | 2027-02-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613107093                            | Shelving Rock, Loan ID - R1D9613107093                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    109030 | PA      | $84378.00     | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9142583663                            | Shelving Rock, Loan ID - R1D9142583663                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44302 | PA      | $34285.00     | 0.01%             | 2050-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9155752270                            | Shelving Rock, Loan ID - R1D9155752270                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82809 | PA      | $64086.00     | 0.02%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612840629                            | Shelving Rock, Loan ID - R1D9612840629                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67302 | PA      | $52085.00     | 0.02%             | 2030-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613089978                            | Shelving Rock, Loan ID - R1D9613089978                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14668 | PA      | $11352.00     | 0.00%             | 2031-02-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613127596                            | Shelving Rock, Loan ID - R1D9613127596                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18015 | PA      | $13942.00     | 0.01%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9131945755                            | Shelving Rock, Loan ID - R1D9131945755                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48373 | PA      | $37436.00     | 0.01%             | 2029-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612999292                            | Shelving Rock, Loan ID - R1D9612999292                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    426288 | PA      | $329904.00    | 0.13%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612799072                            | Shelving Rock, Loan ID - R1D9612799072                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31381 | PA      | $24286.00     | 0.01%             | 2036-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613184639                            | Shelving Rock, Loan ID - R1D9613184639                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46521 | PA      | $36002.00     | 0.01%             | 2027-03-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9157715050                            | Shelving Rock, Loan ID - R1D9157715050                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21564 | PA      | $16689.00     | 0.01%             | 2042-03-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9148506475                            | Shelving Rock, Loan ID - R1D9148506475                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64523 | PA      | $49934.00     | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395055                                         | Arivo, Loan ID - C1395055                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29369 | PA      | $29510.00     | 0.01%             | 2029-05-02      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390735                                         | Arivo, Loan ID - C1390735                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27397 | PA      | $27528.00     | 0.01%             | 2029-04-13      | Fixed         | 18.06%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24328234                                      | Achieve, Loan ID - C24328234                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21615 | PA      | $21215.00     | 0.01%             | 2028-02-29      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390443                                         | Arivo, Loan ID - C1390443                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35186 | PA      | $35355.00     | 0.01%             | 2029-04-26      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392327                                         | Arivo, Loan ID - C1392327                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23456 | PA      | $23568.00     | 0.01%             | 2029-04-14      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390709                                         | Arivo, Loan ID - C1390709                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23773 | PA      | $23887.00     | 0.01%             | 2029-04-27      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394447                                         | Arivo, Loan ID - C1394447                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20752 | PA      | $20852.00     | 0.01%             | 2029-05-01      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386680                                         | Arivo, Loan ID - C1386680                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $531.00       | 0.00%             | 2029-04-21      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388512                                         | Arivo, Loan ID - C1388512                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17918 | PA      | $18004.00     | 0.01%             | 2029-04-23      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160045474                    | CTF Asset Management, Loan ID - R1D89160045474                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21946 | PA      | $18878.00     | 0.01%             | 2053-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491078                      | CTF Asset Management, Loan ID - R1D865491078                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20000 | PA      | $17204.00     | 0.01%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160044748                    | CTF Asset Management, Loan ID - R1D89160044748                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14716 | PA      | $12658.00     | 0.00%             | 2039-05-01      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89992031886                    | CTF Asset Management, Loan ID - R1D89992031886                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11794 | PA      | $10146.00     | 0.00%             | 2030-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862739529                      | CTF Asset Management, Loan ID - R1D862739529                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8340 | PA      | $7174.00      | 0.00%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160044690                    | CTF Asset Management, Loan ID - R1D89160044690                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11923 | PA      | $10256.00     | 0.00%             | 2037-07-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91004736151                           | Shelving Rock, Loan ID - R1D91004736151                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82489 | PA      | $63838.00     | 0.02%             | 2036-12-07      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9200612828                            | Shelving Rock, Loan ID - R1D9200612828                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     94812 | PA      | $73375.00     | 0.03%             | 2029-03-15      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91004717785                           | Shelving Rock, Loan ID - R1D91004717785                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    139263 | PA      | $107776.00    | 0.04%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D930560148                             | Shelving Rock, Loan ID - R1D930560148                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    101519 | PA      | $78566.00     | 0.03%             | 2028-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618205744                            | Shelving Rock, Loan ID - R1D9618205744                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36705 | PA      | $28406.00     | 0.01%             | 2031-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9310904                               | Shelving Rock, Loan ID - R1D9310904                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88975 | PA      | $68858.00     | 0.03%             | 2029-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9400157                               | Shelving Rock, Loan ID - R1D9400157                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27570 | PA      | $21336.00     | 0.01%             | 2031-10-20      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9500145                               | Shelving Rock, Loan ID - R1D9500145                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    134297 | PA      | $103933.00    | 0.04%             | 2041-07-01      | Fixed         | 6.97%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9148600650                            | Shelving Rock, Loan ID - R1D9148600650                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40215 | PA      | $31123.00     | 0.01%             | 2042-02-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613207661                            | Shelving Rock, Loan ID - R1D9613207661                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52953 | PA      | $40980.00     | 0.02%             | 2032-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989993682                             | Shelving Rock, Loan ID - R1D989993682                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25210 | PA      | $19510.00     | 0.01%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9146661473                            | Shelving Rock, Loan ID - R1D9146661473                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86743 | PA      | $67130.00     | 0.03%             | 2036-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193084                                    | Achieve, Loan ID - R2697193084                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62355 | PA      | $64401.00     | 0.02%             | 2035-12-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192748                                    | Achieve, Loan ID - R2697192748                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197620 | PA      | $204102.00    | 0.08%             | 2055-12-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191989                                    | Achieve, Loan ID - R2697191989                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    101688 | PA      | $105023.00    | 0.04%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192375                                    | Achieve, Loan ID - R2697192375                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34062 | PA      | $35180.00     | 0.01%             | 2040-12-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192664                                    | Achieve, Loan ID - R2697192664                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89002 | PA      | $91922.00     | 0.04%             | 2040-12-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192821                                    | Achieve, Loan ID - R2697192821                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    114387 | PA      | $118138.00    | 0.05%             | 2055-12-01      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192326                                    | Achieve, Loan ID - R2697192326                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80273 | PA      | $82906.00     | 0.03%             | 2055-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192524                                    | Achieve, Loan ID - R2697192524                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44567 | PA      | $46029.00     | 0.02%             | 2035-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193035                                    | Achieve, Loan ID - R2697193035                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148095 | PA      | $152952.00    | 0.06%             | 2040-12-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191476                                    | Achieve, Loan ID - R2697191476                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70671 | PA      | $72989.00     | 0.03%             | 2040-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192573                                    | Achieve, Loan ID - R2697192573                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58189 | PA      | $60097.00     | 0.02%             | 2040-12-01      | Fixed         | 12.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192110                                    | Achieve, Loan ID - R2697192110                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42501 | PA      | $43895.00     | 0.02%             | 2040-12-01      | Fixed         | 11.15%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192763                                    | Achieve, Loan ID - R2697192763                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21831 | PA      | $22547.00     | 0.01%             | 2035-12-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191724                                    | Achieve, Loan ID - R2697191724                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49741 | PA      | $51372.00     | 0.02%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192706                                    | Achieve, Loan ID - R2697192706                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35244 | PA      | $36400.00     | 0.01%             | 2035-12-01      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192599                                    | Achieve, Loan ID - R2697192599                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56277 | PA      | $58123.00     | 0.02%             | 2040-12-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192359                                    | Achieve, Loan ID - R2697192359                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75496 | PA      | $77973.00     | 0.03%             | 2035-12-01      | Fixed         | 6.74%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191625                                    | Achieve, Loan ID - R2697191625                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16133 | PA      | $16662.00     | 0.01%             | 2055-12-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191872                                    | Achieve, Loan ID - R2697191872                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51832 | PA      | $53532.00     | 0.02%             | 2040-12-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390345                                         | Arivo, Loan ID - C1390345                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20165 | PA      | $20262.00     | 0.01%             | 2029-04-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492664                                         | Arivo, Loan ID - C1492664                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16271 | PA      | $16349.00     | 0.01%             | 2029-09-06      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34763286                                      | Achieve, Loan ID - C34763286                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5067 | PA      | $4973.00      | 0.00%             | 2026-11-20      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24808124                                      | Achieve, Loan ID - C24808124                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14335 | PA      | $14070.00     | 0.01%             | 2028-02-13      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083706                    | CTF Asset Management, Loan ID - R1D89160083706                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47564 | PA      | $40914.00     | 0.02%             | 2035-10-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862525936                      | CTF Asset Management, Loan ID - R1D862525936                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43010.00     | 0.02%             | 2052-05-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491102                      | CTF Asset Management, Loan ID - R1D865491102                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43010.00     | 0.02%             | 2052-09-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490948                      | CTF Asset Management, Loan ID - R1D865490948                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43010.00     | 0.02%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862799119                      | CTF Asset Management, Loan ID - R1D862799119                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49425 | PA      | $42515.00     | 0.02%             | 2052-07-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862651740                      | CTF Asset Management, Loan ID - R1D862651740                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51940 | PA      | $44679.00     | 0.02%             | 2052-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160062110                    | CTF Asset Management, Loan ID - R1D89160062110                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51334 | PA      | $44157.00     | 0.02%             | 2041-10-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491185                      | CTF Asset Management, Loan ID - R1D865491185                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43010.00     | 0.02%             | 2052-10-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160086660                    | CTF Asset Management, Loan ID - R1D89160086660                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46913 | PA      | $40355.00     | 0.02%             | 2052-12-01      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083666                    | CTF Asset Management, Loan ID - R1D89160083666                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46930 | PA      | $40369.00     | 0.02%             | 2026-06-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160061988                    | CTF Asset Management, Loan ID - R1D89160061988                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46144 | PA      | $39693.00     | 0.02%             | 2042-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861221792                      | CTF Asset Management, Loan ID - R1D861221792                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43010.00     | 0.02%             | 2052-01-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862399514                      | CTF Asset Management, Loan ID - R1D862399514                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43010.00     | 0.02%             | 2052-04-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861192126                      | CTF Asset Management, Loan ID - R1D861192126                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43010.00     | 0.02%             | 2052-01-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862829270                      | CTF Asset Management, Loan ID - R1D862829270                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49184 | PA      | $42308.00     | 0.02%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862732045                      | CTF Asset Management, Loan ID - R1D862732045                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43010.00     | 0.02%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861527735                      | CTF Asset Management, Loan ID - R1D861527735                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43010.00     | 0.02%             | 2052-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160059548                    | CTF Asset Management, Loan ID - R1D89160059548                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41680 | PA      | $35853.00     | 0.01%             | 2042-06-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862166335                      | CTF Asset Management, Loan ID - R1D862166335                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43010.00     | 0.02%             | 2052-03-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192532                                    | Achieve, Loan ID - R2697192532                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49018 | PA      | $50625.00     | 0.02%             | 2035-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191492                                    | Achieve, Loan ID - R2697191492                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72322 | PA      | $74694.00     | 0.03%             | 2040-12-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192755                                    | Achieve, Loan ID - R2697192755                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73304 | PA      | $75708.00     | 0.03%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192847                                    | Achieve, Loan ID - R2697192847                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86387 | PA      | $89220.00     | 0.03%             | 2040-12-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192037                                    | Achieve, Loan ID - R2697192037                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16154 | PA      | $16684.00     | 0.01%             | 2035-12-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192557                                    | Achieve, Loan ID - R2697192557                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34628 | PA      | $35763.00     | 0.01%             | 2035-12-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192441                                    | Achieve, Loan ID - R2697192441                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     91612 | PA      | $94617.00     | 0.04%             | 2035-12-01      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191906                                    | Achieve, Loan ID - R2697191906                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81675 | PA      | $84353.00     | 0.03%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192425                                    | Achieve, Loan ID - R2697192425                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62111 | PA      | $64148.00     | 0.02%             | 2055-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191559                                    | Achieve, Loan ID - R2697191559                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38022 | PA      | $39269.00     | 0.02%             | 2055-12-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192243                                    | Achieve, Loan ID - R2697192243                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46405 | PA      | $47927.00     | 0.02%             | 2040-12-01      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191583                                    | Achieve, Loan ID - R2697191583                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47977 | PA      | $49551.00     | 0.02%             | 2035-12-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192623                                    | Achieve, Loan ID - R2697192623                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16784 | PA      | $17334.00     | 0.01%             | 2040-12-01      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1331710                    | Capital Asset Management, Loan ID - R1D1331710                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23678 | PA      | $17434.00     | 0.01%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1405485                    | Capital Asset Management, Loan ID - R1D1405485                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36469 | PA      | $26852.00     | 0.01%             | 2041-08-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1346507                    | Capital Asset Management, Loan ID - R1D1346507                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31875 | PA      | $23469.00     | 0.01%             | 2030-05-01      | Fixed         | 0.01%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1271156                    | Capital Asset Management, Loan ID - R1D1271156                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37228 | PA      | $27411.00     | 0.01%             | 2027-10-01      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1183348                    | Capital Asset Management, Loan ID - R1D1183348                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38074 | PA      | $28034.00     | 0.01%             | 2048-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1251042                    | Capital Asset Management, Loan ID - R1D1251042                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41021 | PA      | $30204.00     | 0.01%             | 2041-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1317596                    | Capital Asset Management, Loan ID - R1D1317596                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10474 | PA      | $7712.00      | 0.00%             | 2034-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D331351411                           | Bank of America, Loan ID - R1D331351411                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10128 | PA      | $8370.00      | 0.00%             | 2028-09-25      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1216036                    | Capital Asset Management, Loan ID - R1D1216036                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47065 | PA      | $34654.00     | 0.01%             | 2062-03-19      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1184084                    | Capital Asset Management, Loan ID - R1D1184084                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44917 | PA      | $33072.00     | 0.01%             | 2049-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51506010469                  | PPR Capital Management, Loan ID - R1D51506010469                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22455 | PA      | $13458.00     | 0.01%             | 2036-09-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51507010001                  | PPR Capital Management, Loan ID - R1D51507010001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4266 | PA      | $2557.00      | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51605010212                  | PPR Capital Management, Loan ID - R1D51605010212                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19124 | PA      | $11461.00     | 0.00%             | 2031-06-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51611010043                  | PPR Capital Management, Loan ID - R1D51611010043                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7162 | PA      | $4292.00      | 0.00%             | 2021-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31376581                                      | Achieve, Loan ID - C31376581                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6680 | PA      | $6557.00      | 0.00%             | 2028-06-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31322342                                      | Achieve, Loan ID - C31322342                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6350 | PA      | $6233.00      | 0.00%             | 2028-06-14      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34505570                                      | Achieve, Loan ID - C34505570                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2914 | PA      | $2860.00      | 0.00%             | 2026-11-17      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31395045                                      | Achieve, Loan ID - C31395045                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7334 | PA      | $7198.00      | 0.00%             | 2028-05-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389869                                         | Arivo, Loan ID - C1389869                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9398 | PA      | $9444.00      | 0.00%             | 2027-10-25      | Fixed         | 17.25%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393348                                         | Arivo, Loan ID - C1393348                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10082 | PA      | $10131.00     | 0.00%             | 2029-04-30      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24284884                                      | Achieve, Loan ID - C24284884                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7637 | PA      | $7496.00      | 0.00%             | 2028-01-20      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387501                                         | Arivo, Loan ID - C1387501                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9762 | PA      | $9809.00      | 0.00%             | 2029-04-22      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34722397                                      | Achieve, Loan ID - C34722397                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6324 | PA      | $6207.00      | 0.00%             | 2027-11-20      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31446756                                      | Achieve, Loan ID - C31446756                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5784 | PA      | $5677.00      | 0.00%             | 2027-06-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31388466                                      | Achieve, Loan ID - C31388466                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8349 | PA      | $8194.00      | 0.00%             | 2028-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31404074                                      | Achieve, Loan ID - C31404074                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5723 | PA      | $5617.00      | 0.00%             | 2027-06-25      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395182                                         | Arivo, Loan ID - C1395182                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11880 | PA      | $11937.00     | 0.00%             | 2029-05-02      | Fixed         | 17.67%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34822398                                      | Achieve, Loan ID - C34822398                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7634 | PA      | $7493.00      | 0.00%             | 2027-11-17      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34905741                                      | Achieve, Loan ID - C34905741                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4692 | PA      | $4605.00      | 0.00%             | 2029-02-19      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34779309                                      | Achieve, Loan ID - C34779309                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7796 | PA      | $7652.00      | 0.00%             | 2027-11-21      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34895842                                      | Achieve, Loan ID - C34895842                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2761 | PA      | $2710.00      | 0.00%             | 2026-10-06      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24785164                                      | Achieve, Loan ID - C24785164                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8402 | PA      | $8247.00      | 0.00%             | 2027-12-25      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385469                                         | Arivo, Loan ID - C1385469                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10429 | PA      | $10479.00     | 0.00%             | 2028-10-19      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390258                                         | Arivo, Loan ID - C1390258                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15059 | PA      | $15132.00     | 0.01%             | 2029-04-11      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393122                                         | Arivo, Loan ID - C1393122                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15540 | PA      | $15615.00     | 0.01%             | 2029-04-30      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23988868                                      | Achieve, Loan ID - C23988868                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11342 | PA      | $11133.00     | 0.00%             | 2027-12-10      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31421074                                      | Achieve, Loan ID - C31421074                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8275 | PA      | $8122.00      | 0.00%             | 2027-06-23      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391342                                         | Arivo, Loan ID - C1391342                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13512 | PA      | $13577.00     | 0.01%             | 2029-04-28      | Fixed         | 14.93%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391262                                         | Arivo, Loan ID - C1391262                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12783 | PA      | $12844.00     | 0.00%             | 2029-04-27      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34778675                                      | Achieve, Loan ID - C34778675                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10862 | PA      | $10661.00     | 0.00%             | 2027-10-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390766                                         | Arivo, Loan ID - C1390766                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16364 | PA      | $16443.00     | 0.01%             | 2029-04-27      | Fixed         | 17.83%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392780                                         | Arivo, Loan ID - C1392780                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17523 | PA      | $17607.00     | 0.01%             | 2029-04-29      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394007                                         | Arivo, Loan ID - C1394007                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12424 | PA      | $12484.00     | 0.00%             | 2029-04-30      | Fixed         | 21.30%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1383648                                         | Arivo, Loan ID - C1383648                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19670 | PA      | $19765.00     | 0.01%             | 2027-10-12      | Fixed         | 22.83%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D368227582                           | Bank of America, Loan ID - R1D368227582                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21913 | PA      | $18109.00     | 0.01%             | 2029-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D326967519                           | Bank of America, Loan ID - R1D326967519                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10710 | PA      | $8851.00      | 0.00%             | 2028-09-25      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1526783                    | Capital Asset Management, Loan ID - R1D1526783                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23708 | PA      | $17456.00     | 0.01%             | 2019-12-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D338003284                           | Bank of America, Loan ID - R1D338003284                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11260 | PA      | $9306.00      | 0.00%             | 2028-11-25      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333909                    | Capital Asset Management, Loan ID - R1D1333909                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25127 | PA      | $18501.00     | 0.01%             | 2031-10-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1184992                    | Capital Asset Management, Loan ID - R1D1184992                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32187 | PA      | $23700.00     | 0.01%             | 2043-11-10      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D345587535                           | Bank of America, Loan ID - R1D345587535                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27471 | PA      | $22702.00     | 0.01%             | 2028-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1316742                    | Capital Asset Management, Loan ID - R1D1316742                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32003 | PA      | $23564.00     | 0.01%             | 2042-07-25      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192805                                    | Achieve, Loan ID - R2697192805                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96505 | PA      | $99670.00     | 0.04%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192292                                    | Achieve, Loan ID - R2697192292                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    129329 | PA      | $133571.00    | 0.05%             | 2040-12-01      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192912                                    | Achieve, Loan ID - R2697192912                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89394 | PA      | $92326.00     | 0.04%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191310                                    | Achieve, Loan ID - R2697191310                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     99340 | PA      | $102598.00    | 0.04%             | 2055-12-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191864                                    | Achieve, Loan ID - R2697191864                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30489 | PA      | $31489.00     | 0.01%             | 2035-12-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191971                                    | Achieve, Loan ID - R2697191971                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32773 | PA      | $33848.00     | 0.01%             | 2055-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192920                                    | Achieve, Loan ID - R2697192920                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74933 | PA      | $77391.00     | 0.03%             | 2040-12-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192235                                    | Achieve, Loan ID - R2697192235                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85791 | PA      | $88605.00     | 0.03%             | 2040-12-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192722                                    | Achieve, Loan ID - R2697192722                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40233 | PA      | $41553.00     | 0.02%             | 2040-12-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191914                                    | Achieve, Loan ID - R2697191914                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     99240 | PA      | $102495.00    | 0.04%             | 2055-12-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192318                                    | Achieve, Loan ID - R2697192318                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51249 | PA      | $52929.00     | 0.02%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191518                                    | Achieve, Loan ID - R2697191518                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65197 | PA      | $67336.00     | 0.03%             | 2040-12-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192946                                    | Achieve, Loan ID - R2697192946                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81204 | PA      | $83867.00     | 0.03%             | 2040-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191351                                    | Achieve, Loan ID - R2697191351                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39883 | PA      | $41191.00     | 0.02%             | 2040-12-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191997                                    | Achieve, Loan ID - R2697191997                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76112 | PA      | $78609.00     | 0.03%             | 2055-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191732                                    | Achieve, Loan ID - R2697191732                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33415 | PA      | $34511.00     | 0.01%             | 2055-12-01      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191369                                    | Achieve, Loan ID - R2697191369                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55962 | PA      | $57798.00     | 0.02%             | 2045-12-01      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193050                                    | Achieve, Loan ID - R2697193050                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50532 | PA      | $52189.00     | 0.02%             | 2045-12-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192102                                    | Achieve, Loan ID - R2697192102                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58735 | PA      | $60661.00     | 0.02%             | 2040-12-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191765                                    | Achieve, Loan ID - R2697191765                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84587 | PA      | $87361.00     | 0.03%             | 2035-12-01      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192995                                    | Achieve, Loan ID - R2697192995                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     99028 | PA      | $102277.00    | 0.04%             | 2040-12-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191757                                    | Achieve, Loan ID - R2697191757                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29123 | PA      | $30079.00     | 0.01%             | 2035-12-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191674                                    | Achieve, Loan ID - R2697191674                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75358 | PA      | $77830.00     | 0.03%             | 2035-12-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789987287                             | Shelving Rock, Loan ID - R1D789987287                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34022 | PA      | $28538.00     | 0.01%             | 2037-03-01      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789806906                             | Shelving Rock, Loan ID - R1D789806906                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    196297 | PA      | $164654.00    | 0.06%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789919476                             | Shelving Rock, Loan ID - R1D789919476                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83157 | PA      | $69752.00     | 0.03%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612362392                            | Shelving Rock, Loan ID - R1D7612362392                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75201 | PA      | $63079.00     | 0.02%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191260                                    | Achieve, Loan ID - R2697191260                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41603 | PA      | $42967.00     | 0.02%             | 2040-12-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191633                                    | Achieve, Loan ID - R2697191633                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53081 | PA      | $54822.00     | 0.02%             | 2040-12-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193167                                    | Achieve, Loan ID - R2697193167                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15185 | PA      | $15683.00     | 0.01%             | 2035-12-01      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191963                                    | Achieve, Loan ID - R2697191963                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95109 | PA      | $98228.00     | 0.04%             | 2055-12-01      | Fixed         | 11.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192714                                    | Achieve, Loan ID - R2697192714                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89499 | PA      | $92434.00     | 0.04%             | 2055-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191377                                    | Achieve, Loan ID - R2697191377                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44178 | PA      | $45627.00     | 0.02%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191955                                    | Achieve, Loan ID - R2697191955                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15883 | PA      | $16404.00     | 0.01%             | 2035-12-01      | Fixed         | 12.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191682                                    | Achieve, Loan ID - R2697191682                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49574 | PA      | $51200.00     | 0.02%             | 2035-12-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191484                                    | Achieve, Loan ID - R2697191484                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    223562 | PA      | $230894.00    | 0.09%             | 2055-12-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191922                                    | Achieve, Loan ID - R2697191922                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46812 | PA      | $48347.00     | 0.02%             | 2035-12-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321680064                           | Bank of America, Loan ID - R1D321680064                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4038 | PA      | $3337.00      | 0.00%             | 2027-12-25      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321802346                           | Bank of America, Loan ID - R1D321802346                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2855 | PA      | $2359.00      | 0.00%             | 2027-10-25      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1392795                    | Capital Asset Management, Loan ID - R1D1392795                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5716 | PA      | $4209.00      | 0.00%             | 2021-10-14      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1392485                    | Capital Asset Management, Loan ID - R1D1392485                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3904 | PA      | $2875.00      | 0.00%             | 2027-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1382459                    | Capital Asset Management, Loan ID - R1D1382459                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8526 | PA      | $6278.00      | 0.00%             | 2024-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1394267                    | Capital Asset Management, Loan ID - R1D1394267                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2291 | PA      | $1687.00      | 0.00%             | 2022-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1373336                    | Capital Asset Management, Loan ID - R1D1373336                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $538.00       | 0.00%             | 2022-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1384406                    | Capital Asset Management, Loan ID - R1D1384406                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9112 | PA      | $6709.00      | 0.00%             | 2023-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321567782                           | Bank of America, Loan ID - R1D321567782                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2833 | PA      | $2341.00      | 0.00%             | 2027-10-25      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1391842                    | Capital Asset Management, Loan ID - R1D1391842                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13429 | PA      | $9888.00      | 0.00%             | 2035-06-28      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1389180                    | Capital Asset Management, Loan ID - R1D1389180                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12974 | PA      | $9553.00      | 0.00%             | 2027-02-16      | Fixed         | 11.06%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1332368                    | Capital Asset Management, Loan ID - R1D1332368                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8378 | PA      | $6169.00      | 0.00%             | 2037-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D323613087                           | Bank of America, Loan ID - R1D323613087                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5981 | PA      | $4943.00      | 0.00%             | 2028-03-25      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1272438                    | Capital Asset Management, Loan ID - R1D1272438                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14867 | PA      | $10946.00     | 0.00%             | 2041-05-19      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D363420996                           | Bank of America, Loan ID - R1D363420996                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7555 | PA      | $6244.00      | 0.00%             | 2029-05-25      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333871                    | Capital Asset Management, Loan ID - R1D1333871                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18102 | PA      | $13329.00     | 0.01%             | 2048-09-13      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1331435                    | Capital Asset Management, Loan ID - R1D1331435                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22546 | PA      | $16601.00     | 0.01%             | 2024-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321285469                           | Bank of America, Loan ID - R1D321285469                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6870 | PA      | $5678.00      | 0.00%             | 2027-10-25      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D341220853                           | Bank of America, Loan ID - R1D341220853                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7635 | PA      | $6310.00      | 0.00%             | 2028-10-25      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582271                    | Capital Asset Management, Loan ID - R1D1582271                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18747 | PA      | $13804.00     | 0.01%             | 2028-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1246972                    | Capital Asset Management, Loan ID - R1D1246972                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18046 | PA      | $13287.00     | 0.01%             | 2035-11-01      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D334715743                           | Bank of America, Loan ID - R1D334715743                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18414 | PA      | $15218.00     | 0.01%             | 2029-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D347751887                           | Bank of America, Loan ID - R1D347751887                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14665 | PA      | $12119.00     | 0.00%             | 2028-11-25      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1314775                    | Capital Asset Management, Loan ID - R1D1314775                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19874 | PA      | $14633.00     | 0.01%             | 2037-10-28      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1404291                    | Capital Asset Management, Loan ID - R1D1404291                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23967 | PA      | $17647.00     | 0.01%             | 2055-12-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1584745                    | Capital Asset Management, Loan ID - R1D1584745                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20797 | PA      | $15313.00     | 0.01%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321458571                           | Bank of America, Loan ID - R1D321458571                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11055 | PA      | $9136.00      | 0.00%             | 2027-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1584833                    | Capital Asset Management, Loan ID - R1D1584833                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17880 | PA      | $13165.00     | 0.01%             | 2031-04-01      | Fixed         | 11.97%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D138888                     | Capital Asset Management, Loan ID - R1D138888                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25656 | PA      | $18891.00     | 0.01%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D332396107                           | Bank of America, Loan ID - R1D332396107                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20449 | PA      | $16899.00     | 0.01%             | 2052-10-01      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613204593                            | Shelving Rock, Loan ID - R1D7613204593                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    112632 | PA      | $94476.00     | 0.04%             | 2027-02-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7149677942                            | Shelving Rock, Loan ID - R1D7149677942                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     97813 | PA      | $82045.00     | 0.03%             | 2026-07-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331668                                    | Achieve, Loan ID - R2697331668                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85115 | PA      | $87907.00     | 0.03%             | 2046-01-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331429                                    | Achieve, Loan ID - R2697331429                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74323 | PA      | $76761.00     | 0.03%             | 2056-01-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697331700                                    | Achieve, Loan ID - R2697331700                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    118768 | PA      | $122663.00    | 0.05%             | 2041-01-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458495                                    | Achieve, Loan ID - R2697458495                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50011 | PA      | $51652.00     | 0.02%             | 2056-01-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1399385                    | Capital Asset Management, Loan ID - R1D1399385                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $2162.00      | 0.00%             | 2030-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1391149                    | Capital Asset Management, Loan ID - R1D1391149                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $624.00       | 0.00%             | 2020-02-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D341275604                           | Bank of America, Loan ID - R1D341275604                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $1069.00      | 0.00%             | 2028-10-25      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1585078                    | Capital Asset Management, Loan ID - R1D1585078                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $2865.00      | 0.00%             | 2024-04-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321106165                           | Bank of America, Loan ID - R1D321106165                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3168 | PA      | $2618.00      | 0.00%             | 2027-10-25      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1320040                    | Capital Asset Management, Loan ID - R1D1320040                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $1270.00      | 0.00%             | 2028-01-12      | Fixed         | 0.01%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1386378                    | Capital Asset Management, Loan ID - R1D1386378                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       933 | PA      | $687.00       | 0.00%             | 2025-07-26      | Fixed         | 14.14%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D320115934                           | Bank of America, Loan ID - R1D320115934                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1267 | PA      | $1047.00      | 0.00%             | 2027-06-25      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1382688                    | Capital Asset Management, Loan ID - R1D1382688                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1420.00      | 0.00%             | 2028-09-14      | Fixed         | 10.48%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D362733412                           | Bank of America, Loan ID - R1D362733412                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5061 | PA      | $4182.00      | 0.00%             | 2029-05-25      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1373527                    | Capital Asset Management, Loan ID - R1D1373527                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5126 | PA      | $3774.00      | 0.00%             | 2024-09-03      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1376601                    | Capital Asset Management, Loan ID - R1D1376601                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1791 | PA      | $1318.00      | 0.00%             | 2021-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1386024                    | Capital Asset Management, Loan ID - R1D1386024                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5220 | PA      | $3843.00      | 0.00%             | 2028-04-15      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1377871                    | Capital Asset Management, Loan ID - R1D1377871                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2061 | PA      | $1518.00      | 0.00%             | 2021-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1390047                    | Capital Asset Management, Loan ID - R1D1390047                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5265 | PA      | $3876.00      | 0.00%             | 2025-04-05      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613201664                            | Shelving Rock, Loan ID - R1D7613201664                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47611 | PA      | $39936.00     | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7155104113                            | Shelving Rock, Loan ID - R1D7155104113                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77406 | PA      | $64929.00     | 0.02%             | 2025-02-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613192491                            | Shelving Rock, Loan ID - R1D7613192491                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44830 | PA      | $37603.00     | 0.01%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7138556254                            | Shelving Rock, Loan ID - R1D7138556254                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47974 | PA      | $40240.00     | 0.02%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1402424                    | Capital Asset Management, Loan ID - R1D1402424                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11386 | PA      | $8384.00      | 0.00%             | 2037-04-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1314892                    | Capital Asset Management, Loan ID - R1D1314892                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7789 | PA      | $5735.00      | 0.00%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1320769                    | Capital Asset Management, Loan ID - R1D1320769                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3230 | PA      | $2379.00      | 0.00%             | 2030-07-28      | Fixed         | 0.01%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1409607                    | Capital Asset Management, Loan ID - R1D1409607                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1090.00      | 0.00%             | 2048-03-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R21032974202                                   | Achieve, Loan ID - R21032974202                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37015 | PA      | $38229.00     | 0.01%             | 2033-10-01      | Fixed         | 15.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192086                                    | Achieve, Loan ID - R2697192086                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42349 | PA      | $43738.00     | 0.02%             | 2040-12-01      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191740                                    | Achieve, Loan ID - R2697191740                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41699 | PA      | $43067.00     | 0.02%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192052                                    | Achieve, Loan ID - R2697192052                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    102347 | PA      | $105704.00    | 0.04%             | 2035-12-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191450                                    | Achieve, Loan ID - R2697191450                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49656 | PA      | $51285.00     | 0.02%             | 2055-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192383                                    | Achieve, Loan ID - R2697192383                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53751 | PA      | $55514.00     | 0.02%             | 2040-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192029                                    | Achieve, Loan ID - R2697192029                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34553 | PA      | $35686.00     | 0.01%             | 2040-12-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192482                                    | Achieve, Loan ID - R2697192482                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    105600 | PA      | $109064.00    | 0.04%             | 2040-12-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192540                                    | Achieve, Loan ID - R2697192540                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52128 | PA      | $53837.00     | 0.02%             | 2055-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193233                                    | Achieve, Loan ID - R2697193233                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70045 | PA      | $72342.00     | 0.03%             | 2035-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192151                                    | Achieve, Loan ID - R2697192151                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49491 | PA      | $51115.00     | 0.02%             | 2035-12-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191435                                    | Achieve, Loan ID - R2697191435                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60234 | PA      | $62209.00     | 0.02%             | 2035-12-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192136                                    | Achieve, Loan ID - R2697192136                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    149115 | PA      | $154006.00    | 0.06%             | 2040-12-01      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192144                                    | Achieve, Loan ID - R2697192144                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66787 | PA      | $68977.00     | 0.03%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192888                                    | Achieve, Loan ID - R2697192888                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41753 | PA      | $43123.00     | 0.02%             | 2040-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193308                                    | Achieve, Loan ID - R2697193308                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56630 | PA      | $58487.00     | 0.02%             | 2055-12-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191419                                    | Achieve, Loan ID - R2697191419                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55895 | PA      | $57729.00     | 0.02%             | 2045-12-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193225                                    | Achieve, Loan ID - R2697193225                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148906 | PA      | $153790.00    | 0.06%             | 2055-12-01      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191237                                    | Achieve, Loan ID - R2697191237                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    124576 | PA      | $128662.00    | 0.05%             | 2055-12-01      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390516                                         | Arivo, Loan ID - C1390516                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38394 | PA      | $38341.00     | 0.01%             | 2029-04-26      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394326                                         | Arivo, Loan ID - C1394326                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31956 | PA      | $32109.00     | 0.01%             | 2029-05-01      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488149                                         | Arivo, Loan ID - C1488149                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34620 | PA      | $34786.00     | 0.01%             | 2029-09-17      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393035                                         | Arivo, Loan ID - C1393035                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34879 | PA      | $35046.00     | 0.01%             | 2029-04-30      | Fixed         | 12.83%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7151175171                            | Shelving Rock, Loan ID - R1D7151175171                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20170 | PA      | $16919.00     | 0.01%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7150056432                            | Shelving Rock, Loan ID - R1D7150056432                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    108610 | PA      | $91102.00     | 0.03%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7152139837                            | Shelving Rock, Loan ID - R1D7152139837                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    164121 | PA      | $137665.00    | 0.05%             | 2029-10-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7111713993                            | Shelving Rock, Loan ID - R1D7111713993                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31782 | PA      | $26658.00     | 0.01%             | 2026-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789909929                             | Shelving Rock, Loan ID - R1D789909929                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56983 | PA      | $47797.00     | 0.02%             | 2027-12-01      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612930867                            | Shelving Rock, Loan ID - R1D7612930867                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98142 | PA      | $82322.00     | 0.03%             | 2030-03-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618446488                            | Shelving Rock, Loan ID - R1D7618446488                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    108541 | PA      | $91044.00     | 0.03%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612930362                            | Shelving Rock, Loan ID - R1D7612930362                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     94632 | PA      | $79377.00     | 0.03%             | 2028-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612916767                            | Shelving Rock, Loan ID - R1D7612916767                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    142280 | PA      | $119345.00    | 0.05%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7154844109                            | Shelving Rock, Loan ID - R1D7154844109                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    167964 | PA      | $140888.00    | 0.05%             | 2027-02-01      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613190008                            | Shelving Rock, Loan ID - R1D7613190008                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75279 | PA      | $63144.00     | 0.02%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618434583                            | Shelving Rock, Loan ID - R1D7618434583                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75250 | PA      | $63119.00     | 0.02%             | 2030-02-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7158076955                            | Shelving Rock, Loan ID - R1D7158076955                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    139068 | PA      | $116651.00    | 0.04%             | 2032-03-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612984567                            | Shelving Rock, Loan ID - R1D7612984567                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65509 | PA      | $54949.00     | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7132056137                            | Shelving Rock, Loan ID - R1D7132056137                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    113546 | PA      | $95242.00     | 0.04%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613170885                            | Shelving Rock, Loan ID - R1D7613170885                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55924 | PA      | $46909.00     | 0.02%             | 2025-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D728102939                             | Shelving Rock, Loan ID - R1D728102939                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70919 | PA      | $59487.00     | 0.02%             | 2026-04-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613070523                            | Shelving Rock, Loan ID - R1D7613070523                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70943 | PA      | $59507.00     | 0.02%             | 2030-02-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613184407                            | Shelving Rock, Loan ID - R1D7613184407                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23233 | PA      | $19488.00     | 0.01%             | 2035-03-01      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612818088                            | Shelving Rock, Loan ID - R1D9612818088                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72859 | PA      | $56386.00     | 0.02%             | 2032-02-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31402076                                      | Achieve, Loan ID - C31402076                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3717 | PA      | $3649.00      | 0.00%             | 2026-08-27      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392924                                         | Arivo, Loan ID - C1392924                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23681 | PA      | $23795.00     | 0.01%             | 2029-05-04      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391067                                         | Arivo, Loan ID - C1391067                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19711 | PA      | $19806.00     | 0.01%             | 2029-04-27      | Fixed         | 17.91%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385054                                         | Arivo, Loan ID - C1385054                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22161 | PA      | $22267.00     | 0.01%             | 2029-04-18      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385838                                         | Arivo, Loan ID - C1385838                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20726 | PA      | $20825.00     | 0.01%             | 2029-04-29      | Fixed         | 17.85%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394076                                         | Arivo, Loan ID - C1394076                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19868 | PA      | $19963.00     | 0.01%             | 2029-05-01      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395036                                         | Arivo, Loan ID - C1395036                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16173 | PA      | $16250.00     | 0.01%             | 2029-04-18      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392580                                         | Arivo, Loan ID - C1392580                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20060 | PA      | $20157.00     | 0.01%             | 2029-04-30      | Fixed         | 14.42%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24786979                                      | Achieve, Loan ID - C24786979                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21020 | PA      | $20631.00     | 0.01%             | 2028-03-09      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1483586                                         | Arivo, Loan ID - C1483586                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27448 | PA      | $27580.00     | 0.01%             | 2029-09-07      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387295                                         | Arivo, Loan ID - C1387295                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23145 | PA      | $23256.00     | 0.01%             | 2029-04-22      | Fixed         | 18.89%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1397113                                         | Arivo, Loan ID - C1397113                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28020 | PA      | $28154.00     | 0.01%             | 2029-05-04      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388509                                         | Arivo, Loan ID - C1388509                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23803 | PA      | $23917.00     | 0.01%             | 2029-04-25      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1491340                                         | Arivo, Loan ID - C1491340                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20495 | PA      | $20593.00     | 0.01%             | 2029-09-04      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1490515                                         | Arivo, Loan ID - C1490515                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21667 | PA      | $21771.00     | 0.01%             | 2029-09-04      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31399171                                      | Achieve, Loan ID - C31399171                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18734 | PA      | $18387.00     | 0.01%             | 2028-06-29      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390640                                         | Arivo, Loan ID - C1390640                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21471 | PA      | $21574.00     | 0.01%             | 2029-04-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392982                                         | Arivo, Loan ID - C1392982                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27461 | PA      | $27593.00     | 0.01%             | 2029-04-25      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395328                                         | Arivo, Loan ID - C1395328                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22840 | PA      | $22949.00     | 0.01%             | 2029-04-18      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34910473                                      | Achieve, Loan ID - C34910473                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9209 | PA      | $9039.00      | 0.00%             | 2026-12-20      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395239                                         | Arivo, Loan ID - C1395239                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23130 | PA      | $23241.00     | 0.01%             | 2029-04-30      | Fixed         | 17.13%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391263                                         | Arivo, Loan ID - C1391263                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27352 | PA      | $27484.00     | 0.01%             | 2029-04-27      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C18648251                                      | Achieve, Loan ID - C18648251                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7412 | PA      | $7275.00      | 0.00%             | 2026-12-14      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492454                                         | Arivo, Loan ID - C1492454                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19653 | PA      | $19748.00     | 0.01%             | 2029-09-07      | Fixed         | 19.01%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392844                                         | Arivo, Loan ID - C1392844                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17810 | PA      | $17895.00     | 0.01%             | 2029-04-29      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1396446                                         | Arivo, Loan ID - C1396446                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19581 | PA      | $19675.00     | 0.01%             | 2029-05-04      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9617704952                            | Shelving Rock, Loan ID - R1D9617704952                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40580 | PA      | $31405.00     | 0.01%             | 2029-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9284407970                            | Shelving Rock, Loan ID - R1D9284407970                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4504 | PA      | $3486.00      | 0.00%             | 2035-11-02      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9372093                               | Shelving Rock, Loan ID - R1D9372093                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55621 | PA      | $43045.00     | 0.02%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9150222640                            | Shelving Rock, Loan ID - R1D9150222640                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65118 | PA      | $50394.00     | 0.02%             | 2029-08-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9249324178                            | Shelving Rock, Loan ID - R1D9249324178                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50940 | PA      | $39422.00     | 0.02%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91005337038                           | Shelving Rock, Loan ID - R1D91005337038                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    126544 | PA      | $97932.00     | 0.04%             | 2029-11-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91004729618                           | Shelving Rock, Loan ID - R1D91004729618                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20445 | PA      | $15822.00     | 0.01%             | 2037-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9614389724                            | Shelving Rock, Loan ID - R1D9614389724                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    166673 | PA      | $128988.00    | 0.05%             | 2029-11-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9617588413                            | Shelving Rock, Loan ID - R1D9617588413                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    179460 | PA      | $138884.00    | 0.05%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9610225724                            | Shelving Rock, Loan ID - R1D9610225724                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76967 | PA      | $59565.00     | 0.02%             | 2027-05-01      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91005327572                           | Shelving Rock, Loan ID - R1D91005327572                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95455 | PA      | $73873.00     | 0.03%             | 2029-09-20      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9616189072                            | Shelving Rock, Loan ID - R1D9616189072                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54602 | PA      | $42257.00     | 0.02%             | 2036-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9615372729                            | Shelving Rock, Loan ID - R1D9615372729                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71580 | PA      | $55396.00     | 0.02%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9146948925                            | Shelving Rock, Loan ID - R1D9146948925                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    195900 | PA      | $151607.00    | 0.06%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989786394                             | Shelving Rock, Loan ID - R1D989786394                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54345 | PA      | $42058.00     | 0.02%             | 2029-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158148327                            | Shelving Rock, Loan ID - R1D9158148327                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57412 | PA      | $44431.00     | 0.02%             | 2028-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612980318                            | Shelving Rock, Loan ID - R1D9612980318                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3860 | PA      | $2987.00      | 0.00%             | 2031-06-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989906775                             | Shelving Rock, Loan ID - R1D989906775                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4797 | PA      | $3713.00      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613099894                            | Shelving Rock, Loan ID - R1D9613099894                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74018 | PA      | $57282.00     | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192490                                    | Achieve, Loan ID - R2697192490                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59137 | PA      | $61076.00     | 0.02%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192417                                    | Achieve, Loan ID - R2697192417                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74390 | PA      | $76830.00     | 0.03%             | 2040-12-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192615                                    | Achieve, Loan ID - R2697192615                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68709 | PA      | $70963.00     | 0.03%             | 2055-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191617                                    | Achieve, Loan ID - R2697191617                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71991 | PA      | $74352.00     | 0.03%             | 2055-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192003                                    | Achieve, Loan ID - R2697192003                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46243 | PA      | $47760.00     | 0.02%             | 2035-12-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192672                                    | Achieve, Loan ID - R2697192672                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     94766 | PA      | $97874.00     | 0.04%             | 2055-12-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191781                                    | Achieve, Loan ID - R2697191781                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59074 | PA      | $61011.00     | 0.02%             | 2040-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192953                                    | Achieve, Loan ID - R2697192953                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59436 | PA      | $61385.00     | 0.02%             | 2040-12-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192268                                    | Achieve, Loan ID - R2697192268                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61204 | PA      | $63212.00     | 0.02%             | 2040-12-01      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192458                                    | Achieve, Loan ID - R2697192458                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    108311 | PA      | $111864.00    | 0.04%             | 2040-12-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193092                                    | Achieve, Loan ID - R2697193092                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47040 | PA      | $48583.00     | 0.02%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192813                                    | Achieve, Loan ID - R2697192813                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    101646 | PA      | $104980.00    | 0.04%             | 2055-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193175                                    | Achieve, Loan ID - R2697193175                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36630 | PA      | $37831.00     | 0.01%             | 2040-12-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192300                                    | Achieve, Loan ID - R2697192300                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51659 | PA      | $53353.00     | 0.02%             | 2035-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192342                                    | Achieve, Loan ID - R2697192342                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65989 | PA      | $68153.00     | 0.03%             | 2055-12-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191948                                    | Achieve, Loan ID - R2697191948                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68317 | PA      | $70557.00     | 0.03%             | 2040-12-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192409                                    | Achieve, Loan ID - R2697192409                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     94459 | PA      | $97557.00     | 0.04%             | 2035-12-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192870                                    | Achieve, Loan ID - R2697192870                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22706 | PA      | $23451.00     | 0.01%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192201                                    | Achieve, Loan ID - R2697192201                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89897 | PA      | $92846.00     | 0.04%             | 2040-12-01      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192334                                    | Achieve, Loan ID - R2697192334                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148089 | PA      | $152946.00    | 0.06%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192730                                    | Achieve, Loan ID - R2697192730                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66939 | PA      | $69135.00     | 0.03%             | 2040-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192284                                    | Achieve, Loan ID - R2697192284                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    103074 | PA      | $106455.00    | 0.04%             | 2035-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193241                                    | Achieve, Loan ID - R2697193241                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    141489 | PA      | $146130.00    | 0.06%             | 2045-12-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395914                                         | Arivo, Loan ID - C1395914                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9672 | PA      | $9718.00      | 0.00%             | 2029-05-03      | Fixed         | 16.09%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391006                                         | Arivo, Loan ID - C1391006                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19657 | PA      | $19752.00     | 0.01%             | 2029-04-26      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389530                                         | Arivo, Loan ID - C1389530                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16568 | PA      | $16647.00     | 0.01%             | 2029-04-26      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391280                                         | Arivo, Loan ID - C1391280                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18244 | PA      | $18331.00     | 0.01%             | 2029-04-27      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070258                    | CTF Asset Management, Loan ID - R1D89160070258                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39973 | PA      | $34384.00     | 0.01%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160045528                    | CTF Asset Management, Loan ID - R1D89160045528                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29012 | PA      | $24956.00     | 0.01%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083668                    | CTF Asset Management, Loan ID - R1D89160083668                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36720 | PA      | $31586.00     | 0.01%             | 2042-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160058998                    | CTF Asset Management, Loan ID - R1D89160058998                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32818 | PA      | $28230.00     | 0.01%             | 2042-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083678                    | CTF Asset Management, Loan ID - R1D89160083678                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38608 | PA      | $33211.00     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160084244                    | CTF Asset Management, Loan ID - R1D89160084244                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29235 | PA      | $25148.00     | 0.01%             | 2053-01-01      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862465398                      | CTF Asset Management, Loan ID - R1D862465398                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $21505.00     | 0.01%             | 2052-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862922356                      | CTF Asset Management, Loan ID - R1D862922356                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24596 | PA      | $21157.00     | 0.01%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070304                    | CTF Asset Management, Loan ID - R1D89160070304                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22365 | PA      | $19239.00     | 0.01%             | 2062-09-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491029                      | CTF Asset Management, Loan ID - R1D865491029                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900 | PA      | $6796.00      | 0.00%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191658                                    | Achieve, Loan ID - R2697191658                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48424 | PA      | $50013.00     | 0.02%             | 2035-12-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192276                                    | Achieve, Loan ID - R2697192276                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50198 | PA      | $51844.00     | 0.02%             | 2035-12-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192094                                    | Achieve, Loan ID - R2697192094                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78093 | PA      | $80654.00     | 0.03%             | 2035-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192466                                    | Achieve, Loan ID - R2697192466                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     94738 | PA      | $97845.00     | 0.04%             | 2045-12-01      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192250                                    | Achieve, Loan ID - R2697192250                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56022 | PA      | $57860.00     | 0.02%             | 2035-12-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192581                                    | Achieve, Loan ID - R2697192581                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100335 | PA      | $103626.00    | 0.04%             | 2055-12-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193191                                    | Achieve, Loan ID - R2697193191                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37922 | PA      | $39166.00     | 0.02%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191823                                    | Achieve, Loan ID - R2697191823                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70344 | PA      | $72651.00     | 0.03%             | 2035-12-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191609                                    | Achieve, Loan ID - R2697191609                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49941 | PA      | $51579.00     | 0.02%             | 2055-12-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D363873763                           | Bank of America, Loan ID - R1D363873763                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35466 | PA      | $29309.00     | 0.01%             | 2053-06-01      | Fixed         | 3.38%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1406329                    | Capital Asset Management, Loan ID - R1D1406329                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77980 | PA      | $57416.00     | 0.02%             | 2035-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1184204                    | Capital Asset Management, Loan ID - R1D1184204                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61700 | PA      | $45430.00     | 0.02%             | 2036-12-01      | Fixed         | 12.38%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1153882                    | Capital Asset Management, Loan ID - R1D1153882                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66942 | PA      | $49290.00     | 0.02%             | 2047-09-01      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1270777                    | Capital Asset Management, Loan ID - R1D1270777                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57936 | PA      | $42658.00     | 0.02%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1317738                    | Capital Asset Management, Loan ID - R1D1317738                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74244 | PA      | $54666.00     | 0.02%             | 2058-05-01      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582428                    | Capital Asset Management, Loan ID - R1D1582428                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72216 | PA      | $53173.00     | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333990                    | Capital Asset Management, Loan ID - R1D1333990                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57426 | PA      | $42283.00     | 0.02%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D362185211                           | Bank of America, Loan ID - R1D362185211                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51849 | PA      | $42848.00     | 0.02%             | 2029-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D2223768                             | Bank of America, Loan ID - R1D2223768                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70931 | PA      | $58787.00     | 0.02%             | 2057-04-01      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321672554                           | Bank of America, Loan ID - R1D321672554                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68643 | PA      | $56726.00     | 0.02%             | 2038-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1493873                    | Capital Asset Management, Loan ID - R1D1493873                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96719 | PA      | $71214.00     | 0.03%             | 2029-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1285038                    | Capital Asset Management, Loan ID - R1D1285038                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     93470 | PA      | $68822.00     | 0.03%             | 2037-11-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1214825                    | Capital Asset Management, Loan ID - R1D1214825                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98548 | PA      | $72561.00     | 0.03%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D2189860                             | Bank of America, Loan ID - R1D2189860                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    106830 | PA      | $88541.00     | 0.03%             | 2035-08-01      | Fixed         | 4.12%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1410621                    | Capital Asset Management, Loan ID - R1D1410621                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    169739 | PA      | $124979.00    | 0.05%             | 2037-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D2231928                             | Bank of America, Loan ID - R1D2231928                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    188109 | PA      | $155905.00    | 0.06%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1538702                    | Capital Asset Management, Loan ID - R1D1538702                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    352894 | PA      | $259836.00    | 0.10%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4135626031                          | Bank of America, Loan ID - R1D4135626031                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53236 | PA      | $44084.00     | 0.02%             | 2035-11-11      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4142880321                          | Bank of America, Loan ID - R1D4142880321                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57047 | PA      | $47240.00     | 0.02%             | 2041-06-15      | Fixed         | 4.12%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4176255967                          | Bank of America, Loan ID - R1D4176255967                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14494 | PA      | $12003.00     | 0.00%             | 2032-07-25      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4874021873                          | Bank of America, Loan ID - R1D4874021873                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    140775 | PA      | $116576.00    | 0.04%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875758189                          | Bank of America, Loan ID - R1D4875758189                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    432904 | PA      | $358487.00    | 0.14%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083676                    | CTF Asset Management, Loan ID - R1D89160083676                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    106891 | PA      | $91948.00     | 0.04%             | 2027-08-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862440813                      | CTF Asset Management, Loan ID - R1D862440813                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92000 | PA      | $79138.00     | 0.03%             | 2052-05-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862750765                      | CTF Asset Management, Loan ID - R1D862750765                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86300 | PA      | $74235.00     | 0.03%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160061974                    | CTF Asset Management, Loan ID - R1D89160061974                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74069 | PA      | $63714.00     | 0.02%             | 2043-03-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31375823                                      | Achieve, Loan ID - C31375823                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7203 | PA      | $7069.00      | 0.00%             | 2027-06-18      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34903520                                      | Achieve, Loan ID - C34903520                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11148 | PA      | $10942.00     | 0.00%             | 2028-11-07      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390140                                         | Arivo, Loan ID - C1390140                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13286 | PA      | $13349.00     | 0.01%             | 2029-04-26      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394484                                         | Arivo, Loan ID - C1394484                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13797 | PA      | $13864.00     | 0.01%             | 2029-05-01      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386089                                         | Arivo, Loan ID - C1386089                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16846 | PA      | $16927.00     | 0.01%             | 2029-04-22      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393343                                         | Arivo, Loan ID - C1393343                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6512 | PA      | $6544.00      | 0.00%             | 2029-04-26      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24119783                                      | Achieve, Loan ID - C24119783                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7839 | PA      | $7694.00      | 0.00%             | 2028-01-20      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392970                                         | Arivo, Loan ID - C1392970                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12268 | PA      | $12327.00     | 0.00%             | 2029-04-15      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24100561                                      | Achieve, Loan ID - C24100561                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1992 | PA      | $1955.00      | 0.00%             | 2027-12-14      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24708215                                      | Achieve, Loan ID - C24708215                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5889 | PA      | $5780.00      | 0.00%             | 2027-03-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24929161                                      | Achieve, Loan ID - C24929161                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10928 | PA      | $10726.00     | 0.00%             | 2028-03-12      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24234040                                      | Achieve, Loan ID - C24234040                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9958 | PA      | $9774.00      | 0.00%             | 2028-02-27      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1382501                                         | Arivo, Loan ID - C1382501                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14523 | PA      | $14593.00     | 0.01%             | 2029-03-30      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393159                                         | Arivo, Loan ID - C1393159                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13612 | PA      | $13678.00     | 0.01%             | 2027-10-25      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393204                                         | Arivo, Loan ID - C1393204                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17764 | PA      | $17850.00     | 0.01%             | 2029-04-30      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390807                                         | Arivo, Loan ID - C1390807                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18960 | PA      | $19051.00     | 0.01%             | 2029-04-27      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31416188                                      | Achieve, Loan ID - C31416188                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12515 | PA      | $12284.00     | 0.00%             | 2028-06-20      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1397185                                         | Arivo, Loan ID - C1397185                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14468 | PA      | $14537.00     | 0.01%             | 2029-05-04      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31439606                                      | Achieve, Loan ID - C31439606                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9447 | PA      | $9272.00      | 0.00%             | 2027-09-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D76865188                              | Shelving Rock, Loan ID - R1D76865188                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60887 | PA      | $51072.00     | 0.02%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153331975                            | Shelving Rock, Loan ID - R1D7153331975                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57529 | PA      | $48255.00     | 0.02%             | 2027-02-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7157308823                            | Shelving Rock, Loan ID - R1D7157308823                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74944 | PA      | $62863.00     | 0.02%             | 2029-03-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7156530174                            | Shelving Rock, Loan ID - R1D7156530174                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88720 | PA      | $74419.00     | 0.03%             | 2028-04-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613050301                            | Shelving Rock, Loan ID - R1D7613050301                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19787 | PA      | $16598.00     | 0.01%             | 2029-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612815027                            | Shelving Rock, Loan ID - R1D7612815027                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52876 | PA      | $44353.00     | 0.02%             | 2037-01-01      | Fixed         | 8.31%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7156105663                            | Shelving Rock, Loan ID - R1D7156105663                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43638 | PA      | $36603.00     | 0.01%             | 2029-01-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7146861634                            | Shelving Rock, Loan ID - R1D7146861634                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47400 | PA      | $39759.00     | 0.02%             | 2031-11-13      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153283112                            | Shelving Rock, Loan ID - R1D7153283112                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31408 | PA      | $26345.00     | 0.01%             | 2027-10-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7152394494                            | Shelving Rock, Loan ID - R1D7152394494                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61234 | PA      | $51363.00     | 0.02%             | 2031-11-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613171974                            | Shelving Rock, Loan ID - R1D7613171974                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41230 | PA      | $34583.00     | 0.01%             | 2037-04-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7159142975                            | Shelving Rock, Loan ID - R1D7159142975                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24481 | PA      | $20535.00     | 0.01%             | 2037-05-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613048636                            | Shelving Rock, Loan ID - R1D7613048636                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38086 | PA      | $31946.00     | 0.01%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613081298                            | Shelving Rock, Loan ID - R1D7613081298                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41363 | PA      | $34695.00     | 0.01%             | 2028-01-01      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7155528458                            | Shelving Rock, Loan ID - R1D7155528458                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26922 | PA      | $22582.00     | 0.01%             | 2032-01-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613115377                            | Shelving Rock, Loan ID - R1D7613115377                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3871 | PA      | $3247.00      | 0.00%             | 2032-03-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612982157                            | Shelving Rock, Loan ID - R1D7612982157                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15229 | PA      | $12774.00     | 0.00%             | 2031-12-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789914746                             | Shelving Rock, Loan ID - R1D789914746                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30988 | PA      | $25992.00     | 0.01%             | 2027-12-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153215845                            | Shelving Rock, Loan ID - R1D7153215845                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36770 | PA      | $30842.00     | 0.01%             | 2029-04-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192904                                    | Achieve, Loan ID - R2697192904                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85291 | PA      | $88089.00     | 0.03%             | 2040-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191294                                    | Achieve, Loan ID - R2697191294                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39517 | PA      | $40813.00     | 0.02%             | 2035-12-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191690                                    | Achieve, Loan ID - R2697191690                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    101130 | PA      | $104447.00    | 0.04%             | 2035-12-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191542                                    | Achieve, Loan ID - R2697191542                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59007 | PA      | $60943.00     | 0.02%             | 2055-12-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193159                                    | Achieve, Loan ID - R2697193159                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59235 | PA      | $61178.00     | 0.02%             | 2040-12-01      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192656                                    | Achieve, Loan ID - R2697192656                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38725 | PA      | $39995.00     | 0.02%             | 2055-12-01      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193001                                    | Achieve, Loan ID - R2697193001                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    138010 | PA      | $142537.00    | 0.05%             | 2035-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192987                                    | Achieve, Loan ID - R2697192987                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    107707 | PA      | $111240.00    | 0.04%             | 2040-12-01      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193019                                    | Achieve, Loan ID - R2697193019                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27885 | PA      | $28800.00     | 0.01%             | 2040-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192979                                    | Achieve, Loan ID - R2697192979                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54636 | PA      | $56428.00     | 0.02%             | 2040-12-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193282                                    | Achieve, Loan ID - R2697193282                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68580 | PA      | $70830.00     | 0.03%             | 2035-12-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192854                                    | Achieve, Loan ID - R2697192854                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82686 | PA      | $85399.00     | 0.03%             | 2040-12-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193142                                    | Achieve, Loan ID - R2697193142                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45418 | PA      | $46907.00     | 0.02%             | 2040-12-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193209                                    | Achieve, Loan ID - R2697193209                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50682 | PA      | $52345.00     | 0.02%             | 2035-12-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193118                                    | Achieve, Loan ID - R2697193118                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76015 | PA      | $78509.00     | 0.03%             | 2040-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192771                                    | Achieve, Loan ID - R2697192771                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    152971 | PA      | $157988.00    | 0.06%             | 2055-12-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192862                                    | Achieve, Loan ID - R2697192862                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32154 | PA      | $33209.00     | 0.01%             | 2035-12-01      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458511                                    | Achieve, Loan ID - R2697458511                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50555 | PA      | $52213.00     | 0.02%             | 2056-01-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193613                                    | Achieve, Loan ID - R2697193613                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75550 | PA      | $78028.00     | 0.03%             | 2035-12-01      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458123                                    | Achieve, Loan ID - R2697458123                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80751 | PA      | $83399.00     | 0.03%             | 2041-01-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193605                                    | Achieve, Loan ID - R2697193605                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76710 | PA      | $79226.00     | 0.03%             | 2040-12-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458461                                    | Achieve, Loan ID - R2697458461                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148151 | PA      | $153010.00    | 0.06%             | 2041-01-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697458503                                    | Achieve, Loan ID - R2697458503                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    111213 | PA      | $114861.00    | 0.04%             | 2041-01-01      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697504090                                    | Achieve, Loan ID - R2697504090                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23889 | PA      | $24673.00     | 0.01%             | 2036-01-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697574028                                    | Achieve, Loan ID - R2697574028                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61465 | PA      | $63481.00     | 0.02%             | 2041-02-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697504058                                    | Achieve, Loan ID - R2697504058                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28861 | PA      | $29807.00     | 0.01%             | 2046-01-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697574002                                    | Achieve, Loan ID - R2697574002                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    109700 | PA      | $113298.00    | 0.04%             | 2041-02-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191815                                    | Achieve, Loan ID - R2697191815                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36133 | PA      | $37318.00     | 0.01%             | 2040-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191641                                    | Achieve, Loan ID - R2697191641                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22955 | PA      | $23708.00     | 0.01%             | 2040-12-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192938                                    | Achieve, Loan ID - R2697192938                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    247282 | PA      | $255398.00    | 0.10%             | 2035-12-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697191393                                    | Achieve, Loan ID - R2697191393                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51531 | PA      | $53221.00     | 0.02%             | 2040-12-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697192177                                    | Achieve, Loan ID - R2697192177                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92524 | PA      | $95559.00     | 0.04%             | 2035-12-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193555                                    | Achieve, Loan ID - R2697193555                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34468 | PA      | $35598.00     | 0.01%             | 2035-12-01      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R2697193357                                    | Achieve, Loan ID - R2697193357                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51789 | PA      | $53488.00     | 0.02%             | 2035-12-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31433338                                      | Achieve, Loan ID - C31433338                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3229 | PA      | $3170.00      | 0.00%             | 2026-06-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385661                                         | Arivo, Loan ID - C1385661                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30105 | PA      | $30249.00     | 0.01%             | 2029-04-21      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24219111                                      | Achieve, Loan ID - C24219111                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11880 | PA      | $11660.00     | 0.00%             | 2026-12-14      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391483                                         | Arivo, Loan ID - C1391483                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35249 | PA      | $35418.00     | 0.01%             | 2029-04-28      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1380541                                         | Arivo, Loan ID - C1380541                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31618 | PA      | $31770.00     | 0.01%             | 2029-04-22      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391694                                         | Arivo, Loan ID - C1391694                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36641 | PA      | $36816.00     | 0.01%             | 2029-04-28      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393979                                         | Arivo, Loan ID - C1393979                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31796 | PA      | $31949.00     | 0.01%             | 2029-04-16      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24891649                                      | Achieve, Loan ID - C24891649                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19091 | PA      | $18738.00     | 0.01%             | 2027-04-24      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C32811890                                      | Achieve, Loan ID - C32811890                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22810 | PA      | $22388.00     | 0.01%             | 2027-12-21      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23992707                                      | Achieve, Loan ID - C23992707                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23248 | PA      | $22818.00     | 0.01%             | 2027-12-02      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31397404                                      | Achieve, Loan ID - C31397404                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4391 | PA      | $4310.00      | 0.00%             | 2026-10-24      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24332351                                      | Achieve, Loan ID - C24332351                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27858 | PA      | $27343.00     | 0.01%             | 2027-05-29      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005316541                           | Shelving Rock, Loan ID - R1D71005316541                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12481 | PA      | $10469.00     | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005330611                           | Shelving Rock, Loan ID - R1D71005330611                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23025 | PA      | $19314.00     | 0.01%             | 2026-08-25      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7616147567                            | Shelving Rock, Loan ID - R1D7616147567                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66728 | PA      | $55972.00     | 0.02%             | 2037-08-01      | Fixed         | 11.90%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7501299                               | Shelving Rock, Loan ID - R1D7501299                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35573 | PA      | $29838.00     | 0.01%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493661                                         | Arivo, Loan ID - C1493661                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30357 | PA      | $30503.00     | 0.01%             | 2029-09-23      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31389544                                      | Achieve, Loan ID - C31389544                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11351 | PA      | $11141.00     | 0.00%             | 2026-10-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393472                                         | Arivo, Loan ID - C1393472                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34068 | PA      | $34232.00     | 0.01%             | 2029-04-30      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389201                                         | Arivo, Loan ID - C1389201                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27856 | PA      | $27990.00     | 0.01%             | 2029-04-14      | Fixed         | 14.61%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488990                                         | Arivo, Loan ID - C1488990                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24617 | PA      | $24735.00     | 0.01%             | 2029-09-15      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389587                                         | Arivo, Loan ID - C1389587                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29737 | PA      | $29880.00     | 0.01%             | 2029-04-25      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390501                                         | Arivo, Loan ID - C1390501                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29573 | PA      | $29715.00     | 0.01%             | 2029-04-26      | Fixed         | 15.92%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385548                                         | Arivo, Loan ID - C1385548                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27762 | PA      | $27895.00     | 0.01%             | 2029-04-04      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1491219                                         | Arivo, Loan ID - C1491219                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31784 | PA      | $31936.00     | 0.01%             | 2029-09-04      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385540                                         | Arivo, Loan ID - C1385540                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26489 | PA      | $26616.00     | 0.01%             | 2029-04-19      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393734                                         | Arivo, Loan ID - C1393734                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32953 | PA      | $33112.00     | 0.01%             | 2029-04-25      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23964782                                      | Achieve, Loan ID - C23964782                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22584 | PA      | $22167.00     | 0.01%             | 2027-12-10      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34903753                                      | Achieve, Loan ID - C34903753                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15477 | PA      | $15190.00     | 0.01%             | 2028-11-10      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392401                                         | Arivo, Loan ID - C1392401                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17566 | PA      | $17650.00     | 0.01%             | 2029-04-29      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394761                                         | Arivo, Loan ID - C1394761                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21318 | PA      | $21421.00     | 0.01%             | 2029-05-01      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24178392                                      | Achieve, Loan ID - C24178392                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12858 | PA      | $12620.00     | 0.00%             | 2028-01-26      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1384529                                         | Arivo, Loan ID - C1384529                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23655 | PA      | $23768.00     | 0.01%             | 2029-04-30      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390165                                         | Arivo, Loan ID - C1390165                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18709 | PA      | $18799.00     | 0.01%             | 2029-04-26      | Fixed         | 20.08%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395983                                         | Arivo, Loan ID - C1395983                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17644 | PA      | $17729.00     | 0.01%             | 2029-05-03      | Fixed         | 16.84%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9371864                               | Shelving Rock, Loan ID - R1D9371864                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53845 | PA      | $41671.00     | 0.02%             | 2029-11-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9379972                               | Shelving Rock, Loan ID - R1D9379972                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130407 | PA      | $100922.00    | 0.04%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9241924992                            | Shelving Rock, Loan ID - R1D9241924992                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71011 | PA      | $54955.00     | 0.02%             | 2027-09-01      | Fixed         | 10.61%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9616148953                            | Shelving Rock, Loan ID - R1D9616148953                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    133296 | PA      | $103157.00    | 0.04%             | 2026-04-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388383                                         | Arivo, Loan ID - C1388383                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14840 | PA      | $14911.00     | 0.01%             | 2029-04-23      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393081                                         | Arivo, Loan ID - C1393081                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14545 | PA      | $14615.00     | 0.01%             | 2029-04-30      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1397666                                         | Arivo, Loan ID - C1397666                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21273 | PA      | $21375.00     | 0.01%             | 2029-05-05      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388265                                         | Arivo, Loan ID - C1388265                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16738 | PA      | $16818.00     | 0.01%             | 2029-04-23      | Fixed         | 20.41%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493394                                         | Arivo, Loan ID - C1493394                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21427 | PA      | $21530.00     | 0.01%             | 2029-09-22      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387840                                         | Arivo, Loan ID - C1387840                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21108 | PA      | $21210.00     | 0.01%             | 2029-04-22      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391008                                         | Arivo, Loan ID - C1391008                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20353 | PA      | $20451.00     | 0.01%             | 2029-04-27      | Fixed         | 21.85%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395714                                         | Arivo, Loan ID - C1395714                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18955 | PA      | $19046.00     | 0.01%             | 2029-05-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392258                                         | Arivo, Loan ID - C1392258                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13818 | PA      | $13885.00     | 0.01%             | 2029-04-29      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393511                                         | Arivo, Loan ID - C1393511                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19919 | PA      | $20015.00     | 0.01%             | 2029-04-30      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392514                                         | Arivo, Loan ID - C1392514                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18019 | PA      | $18106.00     | 0.01%             | 2029-04-29      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1485900                                         | Arivo, Loan ID - C1485900                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20195 | PA      | $20292.00     | 0.01%             | 2029-09-10      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488090                                         | Arivo, Loan ID - C1488090                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16966 | PA      | $17047.00     | 0.01%             | 2029-09-15      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395484                                         | Arivo, Loan ID - C1395484                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17872 | PA      | $17958.00     | 0.01%             | 2029-04-18      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392768                                         | Arivo, Loan ID - C1392768                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15730 | PA      | $15806.00     | 0.01%             | 2029-04-15      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392568                                         | Arivo, Loan ID - C1392568                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15987 | PA      | $16064.00     | 0.01%             | 2029-04-29      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394975                                         | Arivo, Loan ID - C1394975                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17900 | PA      | $17986.00     | 0.01%             | 2029-04-26      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34859657                                      | Achieve, Loan ID - C34859657                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16026 | PA      | $15730.00     | 0.01%             | 2028-11-18      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390475                                         | Arivo, Loan ID - C1390475                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17130 | PA      | $17212.00     | 0.01%             | 2029-04-26      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160074370                    | CTF Asset Management, Loan ID - R1D89160074370                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41859 | PA      | $36007.00     | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862687082                      | CTF Asset Management, Loan ID - R1D862687082                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48842 | PA      | $42014.00     | 0.02%             | 2052-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160082824                    | CTF Asset Management, Loan ID - R1D89160082824                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42620 | PA      | $36662.00     | 0.01%             | 2052-11-01      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862302948                      | CTF Asset Management, Loan ID - R1D862302948                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48767 | PA      | $41949.00     | 0.02%             | 2052-04-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51805030001                  | PPR Capital Management, Loan ID - R1D51805030001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18546 | PA      | $11115.00     | 0.00%             | 2043-03-20      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51808040029                  | PPR Capital Management, Loan ID - R1D51808040029                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17925 | PA      | $10743.00     | 0.00%             | 2041-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51812030089                  | PPR Capital Management, Loan ID - R1D51812030089                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68461 | PA      | $41028.00     | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51812030096                  | PPR Capital Management, Loan ID - R1D51812030096                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25671 | PA      | $15385.00     | 0.01%             | 2036-07-01      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51812030180                  | PPR Capital Management, Loan ID - R1D51812030180                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    116756 | PA      | $69972.00     | 0.03%             | 2050-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51903040003                  | PPR Capital Management, Loan ID - R1D51903040003                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12507 | PA      | $7495.00      | 0.00%             | 2030-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51903040192                  | PPR Capital Management, Loan ID - R1D51903040192                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74334 | PA      | $44548.00     | 0.02%             | 2037-02-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51904010040                  | PPR Capital Management, Loan ID - R1D51904010040                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    123539 | PA      | $74037.00     | 0.03%             | 2051-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083660                    | CTF Asset Management, Loan ID - R1D89160083660                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    146238 | PA      | $125794.00    | 0.05%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160076994                    | CTF Asset Management, Loan ID - R1D89160076994                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    152583 | PA      | $131252.00    | 0.05%             | 2060-11-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160087568                    | CTF Asset Management, Loan ID - R1D89160087568                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    126071 | PA      | $108446.00    | 0.04%             | 2036-05-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160062136                    | CTF Asset Management, Loan ID - R1D89160062136                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125171 | PA      | $107672.00    | 0.04%             | 2051-07-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083702                    | CTF Asset Management, Loan ID - R1D89160083702                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148902 | PA      | $128085.00    | 0.05%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083682                    | CTF Asset Management, Loan ID - R1D89160083682                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130713 | PA      | $112440.00    | 0.04%             | 2053-04-15      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160069322                    | CTF Asset Management, Loan ID - R1D89160069322                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    122248 | PA      | $105158.00    | 0.04%             | 2052-07-15      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160062096                    | CTF Asset Management, Loan ID - R1D89160062096                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    117442 | PA      | $101024.00    | 0.04%             | 2052-09-15      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491052                      | CTF Asset Management, Loan ID - R1D865491052                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100158 | PA      | $86156.00     | 0.03%             | 2052-09-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083658                    | CTF Asset Management, Loan ID - R1D89160083658                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    124187 | PA      | $106826.00    | 0.04%             | 2028-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160082820                    | CTF Asset Management, Loan ID - R1D89160082820                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    103058 | PA      | $88650.00     | 0.03%             | 2042-10-01      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34924262                                      | Achieve, Loan ID - C34924262                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8292 | PA      | $8138.00      | 0.00%             | 2027-11-10      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31395796                                      | Achieve, Loan ID - C31395796                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9625 | PA      | $9447.00      | 0.00%             | 2028-07-30      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392078                                         | Arivo, Loan ID - C1392078                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3692 | PA      | $3710.00      | 0.00%             | 2029-04-28      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391652                                         | Arivo, Loan ID - C1391652                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14030 | PA      | $14097.00     | 0.01%             | 2029-04-25      | Fixed         | 19.57%                | No            |                  3 | On Loan: No      |
| Wilmington U.S. Government Money Market Fund, Institutional Class | Wilmington U.S. Government Money Market Fund, Institutional Class | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1140866 | NS      | $1140866.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bank Money Market Deposit Account                            | U.S. Bank Money Market Deposit Account                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |    298359 | NS      | $298359.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MSN 803 TRUST                                                     | MSN 803 TRUST                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $9736902.45   | 3.74%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $23078.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1126.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $6649.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                               | BOUGHT EUR/SOLD USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-21333.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                               | BOUGHT EUR/SOLD USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1298.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1131000 | PA      | $-1131000.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2016000 | PA      | $-2016000.00  | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -202000 | PA      | $-202000.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1676000 | PA      | $-1676000.00  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2337000 | PA      | $-2337000.00  | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1608000 | PA      | $-1608000.00  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1502000 | PA      | $-1502000.00  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2897000 | PA      | $-2897000.00  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2124000 | PA      | $-2124000.00  | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2002000 | PA      | $-2002000.00  | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3099000 | PA      | $-3099000.00  | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2077000 | PA      | $-2077000.00  | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1457000 | PA      | $-1457000.00  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1401000 | PA      | $-1401000.00  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO LUCID CAPITAL MARKETS LLC                            | REVERSE REPO LUCID CAPITAL MARKETS LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1629000 | PA      | $-1629000.00  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2308560 | PA      | $-2308560.00  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2432522 | PA      | $-2432521.98  | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2448530 | PA      | $-2448530.00  | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1769615 | PA      | $-1769615.00  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -828750 | PA      | $-828750.00   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2439458 | PA      | $-2439458.00  | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2349825 | PA      | $-2349825.00  | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2422500 | PA      | $-2422500.00  | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1436400 | PA      | $-1436400.00  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2664750 | PA      | $-2664750.00  | -1.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2653926 | PA      | $-2653926.00  | -1.02%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** John Hancock Marathon Asset-Based Lending Fund

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer