# EDGAR Filing Document

**Accession Number:** 0000809707
**File Stem:** 0002071691-26-014401
**Filing Date:** 2026-6
**Character Count:** 1351976
**Document Hash:** c05933a34674510d28c1ae4ccf8f8fdb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014401.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0002071691-26-014401

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Franklin Investors Securities Trust
- **CENTRAL INDEX KEY:** 0000809707

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04986
- **FILM NUMBER:** 261113752

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $1866698756.26

**Total Liabilities:** $13045808.39

**Net Assets:** $1853652947.87

**Delayed Delivery Securities:** $4225180.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4805.43000000 | **1-Year:** -96993.75000000 | **5-Year:** -149492.55000000 | **10-Year:** -37144.48000000 | **30-Year:** -63647.96000000

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

- **3-Month:** -78.60000000 | **1-Year:** -88991.67000000 | **5-Year:** -95052.40000000 | **10-Year:** -912.56000000 | **30-Year:** -18631.44000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018523 | 0.43%                | -0.54%               | 0.35%                |
| Class ID C000064444 | 0.44%                | -0.52%               | 0.37%                |
| Class ID C000120960 | 0.40%                | -0.68%               | 0.43%                |
| Class ID C000128881 | 0.45%                | -0.51%               | 0.38%                |
| Class ID C000215060 | 0.41%                | -0.56%               | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-569762.27              | $3600295.49                                |
| Month 2  | $-695499.04              | $-13388956.40                              |
| Month 3  | $-239122.92              | $1746156.43                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                                      | A&D Mortgage Trust, Series 2023-NQM2, Class A1                                                    | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829787 | PA      | $827895.79    | 0.04%             | 2068-05-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                        | ABN AMRO Bank NV                                                                                  | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1812651.86   | 0.10%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd.                                                         | AGL CLO 13 Ltd., Series 2021-13A, Class A1R                                                       | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2552186.78   | 0.14%             | 2034-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                               | Corebridge Global Funding                                                                         | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4842960.65   | 0.26%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                      | APLD ComputeCo LLC                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $661377.06    | 0.04%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                      | A&D Mortgage Trust, Series 2023-NQM3, Class A1                                                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1596238 | PA      | $1600773.54   | 0.09%             | 2068-07-25      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                            | AbbVie, Inc.                                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1594665.29   | 0.09%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                   | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $901194.30    | 0.05%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2891595.18   | 0.16%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2224162.14   | 0.12%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    525000 | PA      | $518622.18    | 0.03%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                                   | AEGON Funding Co. LLC                                                                             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7059917.27   | 0.38%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                            | Airbnb, Inc.                                                                                      | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1792475.03   | 0.10%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Alabama Economic Settlement Authority                                   | Alabama Economic Settlement Authority, Series 2016 B                                              | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $480844.37    | 0.03%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1177124.16   | 0.06%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026744.00   | 0.11%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                          | Alphabet, Inc.                                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2811641.61   | 0.15%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                          | Alphabet, Inc.                                                                                    | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2150043.62   | 0.12%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                        | Amazon.com, Inc.                                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1257859.78   | 0.07%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                        | Amazon.com, Inc.                                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1763057.94   | 0.10%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                            | American Express Credit Account Master Trust, Series 2023-1, Class A                              | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  10380000 | PA      | $10384928.42  | 0.56%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                          | Amphenol Corp.                                                                                    | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1384073.19   | 0.07%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                              | Anglo American Capital plc                                                                        | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2080000 | PA      | $2057571.59   | 0.11%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                               | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-O            | CORP              | US        |    694938 | PA      | $698809.41    | 0.04%             | 2055-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                      | Angola Government Bond                                                                            | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    920000 | PA      | $943904.91    | 0.05%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                   | Elevance Health, Inc.                                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3980914.92   | 0.21%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                                     | Apex Credit CLO LLC, Series 2021-2A, Class A1AR                                                   | CUSIP: 03755QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4505210.30   | 0.24%             | 2034-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXV                                                         | Apidos CLO XXXV Ltd., Series 2021-35A, Class A                                                    | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |  19306000 | PA      | $19336363.03  | 1.04%             | 2034-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                    | APLD ComputeCo 2 LLC                                                                              | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $411138.53    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                        | AptarGroup, Inc.                                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1196885.83   | 0.06%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                   | Athene Global Funding                                                                             | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7061582.85   | 0.38%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                            | Avolon Holdings Funding Ltd.                                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2065000 | PA      | $2054976.28   | 0.11%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                       | BAT Capital Corp.                                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1924755.31   | 0.10%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                         | BAE Systems plc                                                                                   | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3323712.61   | 0.18%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                       | BAT Capital Corp.                                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656945.28    | 0.04%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                      | BMW US Capital LLC                                                                                | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2502116.76   | 0.13%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Mortgage Trust                                                       | BX Mortgage Trust, Series 2021-PAC, Class A                                                       | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7517000 | PA      | $7516918.82   | 0.41%             | 2036-10-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust, Series 2022-IND, Class A                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4024086 | PA      | $4028166.05   | 0.22%             | 2037-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO Mortgage Trust, Series 2025-5C10, Class XA                                                    | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41284178 | PA      | $1911895.04   | 0.10%             | 2058-05-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust, Series 2025-VOLT, Class A                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1389000 | PA      | $1390547.76   | 0.08%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust, Series 2025-ARIA, Class A                                                               | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3111000 | PA      | $3135003.23   | 0.17%             | 2042-12-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust, Series 2025-ARIA, Class B                                                               | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2124000 | PA      | $2130588.65   | 0.11%             | 2042-12-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                            | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                                           | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502472.94   | 0.14%             | 2035-04-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                            | Bain Capital Credit CLO Ltd., Series 2020-1A, Class A1RR                                          | CUSIP: 05684DAY9<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |   2734216 | PA      | $2734935.08   | 0.15%             | 2033-04-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                               | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   2569773 | PA      | $2654102.67   | 0.14%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                   | Bank of America Corp.                                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5912690.76   | 0.32%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                   | Bank of America Corp.                                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7998597.36   | 0.43%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                   | Bank of America Corp.                                                                             | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2311007.63   | 0.12%             | 2032-04-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                        | Bank of Montreal                                                                                  | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2701839.62   | 0.15%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                           | Bank of New York Mellon (The)                                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655322.79    | 0.04%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                             | BANK5 Trust, Series 2025-5YR15, Class XA                                                          | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34965347 | PA      | $1591028.20   | 0.09%             | 2058-07-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                   | BANK5 Trust, Series 2025-5YR18, Class XA                                                          | CUSIP: 06604CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43142098 | PA      | $1842327.22   | 0.10%             | 2058-12-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                             | BANK5 Trust, Series 2025-5YR18, Class AS                                                          | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2534000 | PA      | $2557808.96   | 0.14%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                   | Banque Federative du Credit Mutuel SA                                                             | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5100000 | PA      | $5104953.38   | 0.28%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                   | Banque Federative du Credit Mutuel SA                                                             | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1530000 | PA      | $1512589.64   | 0.08%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                 | Banque Ouest Africaine de Developpement                                                           | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |   3900000 | PA      | $3895053.75   | 0.21%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                        | Barings CLO Ltd., Series 2021-3A, Class AR                                                        | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700559.87    | 0.04%             | 2035-01-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Battalion CLO IX Ltd.                                                   | Battalion CLO IX Ltd., Series 2015-9A, Class ARR                                                  | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   2244302 | PA      | $2244345.75   | 0.12%             | 2031-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                    | Bayer US Finance LLC                                                                              | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3320727.87   | 0.18%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                    | BBCMS Mortgage Trust, Series 2025-5C34, Class XA                                                  | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61960068 | PA      | $2592310.11   | 0.14%             | 2058-05-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                                                 | Beechwood Park CLO Ltd., Series 2019-1A, Class A1RR                                               | CUSIP: 07355TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $9997542.47   | 0.54%             | 2035-01-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                   | Beacon Mobility Corp.                                                                             | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109412.31    | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re Ltd.                                                      | Bellemeade Re Ltd., Series 2021-3A, Class B1                                                      | CUSIP: 078777AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2488000 | PA      | $2557560.00   | 0.14%             | 2031-09-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                | Benchmark Mortgage Trust, Series 2019-B13, Class A2                                               | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4046728 | PA      | $3892779.96   | 0.21%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                | Benchmark Mortgage Trust, Series 2025-V15, Class XA                                               | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  46764972 | PA      | $1898966.49   | 0.10%             | 2058-06-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                | Benchmark Mortgage Trust, Series 2025-V19, Class AS                                               | CUSIP: 08164DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2832000 | PA      | $2891659.20   | 0.16%             | 2058-01-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                | Benchmark Mortgage Trust, Series 2025-V18, Class XA                                               | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15815353 | PA      | $786219.18    | 0.04%             | 2058-10-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                | Benchmark Mortgage Trust, Series 2026-V20, Class AM                                               | CUSIP: 08164KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2374000 | PA      | $2409537.59   | 0.13%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                              | Bio-Rad Laboratories, Inc.                                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $892393.16    | 0.05%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                 | Black Pearl Compute LLC                                                                           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $243801.06    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                                              | Block Communications, Inc.                                                                        | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    265000 | PA      | $245565.67    | 0.01%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                   | BlueMountain CLO Ltd., Series 2016-3A, Class A1R2                                                 | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   1216047 | PA      | $1216118.89   | 0.07%             | 2030-11-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                                              | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class A1R                                            | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3130000 | PA      | $3132804.50   | 0.17%             | 2034-04-19      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                        | Boeing Co. (The)                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2236112.78   | 0.12%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                        | Boeing Co. (The)                                                                                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3566649.84   | 0.19%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UTEX Industries, Inc.                                                   | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9228 | NS      | $405689.53    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                     | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2272.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1                                       | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1859150 | PA      | $1867119.32   | 0.10%             | 2063-10-25      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2019-2, Class A3                                          | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1556845 | PA      | $1495673.78   | 0.08%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2025-HE1, Class A1                                        | CUSIP: 10568VAA2<br>LEI: 254900V4GL9A5JTVB991 | Long             | ABS-O            | CORP              | US        |   5460590 | PA      | $5476090.51   | 0.30%             | 2072-09-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1                                       | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790642 | PA      | $792696.15    | 0.04%             | 2063-09-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2024-NQM2, Class A1                                       | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    648942 | PA      | $653599.55    | 0.04%             | 2064-02-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2024-NQM3, Class A1                                       | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3351267 | PA      | $3376770.09   | 0.18%             | 2064-03-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                                       | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396313 | PA      | $396683.83    | 0.02%             | 2063-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2023-NQM4, Class A1                                       | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3542088 | PA      | $3539858.73   | 0.19%             | 2063-05-25      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2024-NQM1, Class A1                                       | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1144739 | PA      | $1150164.30   | 0.06%             | 2063-12-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                           | Brazil Government Bond                                                                            | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    770000 | PA      | $767882.50    | 0.04%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                           | Brazil Government Bond                                                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    950000 | PA      | $912712.50    | 0.05%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                     | Brown & Brown, Inc.                                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2082997.23   | 0.11%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                  | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                                 | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2480000 | PA      | $2481843.36   | 0.13%             | 2034-07-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CAFL Issuer LP                                                          | CAFL Issuer LP, Series 2025-RRTL1, Class A1                                                       | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757000 | PA      | $760154.27    | 0.04%             | 2040-05-28      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending LP                                | Cantor Commercial Real Estate Lending LP, Series 2019-CF3, Class A2                               | CUSIP: 12529TAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1279245 | PA      | $1219267.54   | 0.07%             | 2053-01-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                 | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                                  | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3221147 | PA      | $2707193.37   | 0.15%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                      | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3176784.00   | 0.17%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust, Series 2019-INV1, Class A1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39314 | PA      | $37580.79     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A3                                       | CUSIP: 12595JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700199 | PA      | $2696497.50   | 0.15%             | 2050-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                              | CSMC Trust, Series 2014-IVR3, Class A1                                                            | CUSIP: 12648TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223774 | PA      | $211902.23    | 0.01%             | 2044-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                        | CVS Health Corp.                                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    725000 | PA      | $635887.21    | 0.03%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                        | CVS Health Corp.                                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4759214.22   | 0.26%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                             | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-1, Class M1                              | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15894 | PA      | $16585.25     | 0.00%             | 2034-03-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                         | CHL Mortgage Pass-Through Trust, Series 2004-11, Class 2A1                                        | CUSIP: 12669FA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374506 | PA      | $359095.05    | 0.02%             | 2034-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                | COLT Mortgage Loan Trust, Series 2024-INV1, Class A1                                              | CUSIP: 12672RAA0<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |   1506097 | PA      | $1514462.04   | 0.08%             | 2068-12-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                          | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class A                                        | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2612000 | PA      | $2573129.52   | 0.14%             | 2042-11-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                             | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3283659.48   | 0.18%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                            | CaixaBank SA                                                                                      | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3480000 | PA      | $3483816.59   | 0.19%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                            | CaixaBank SA                                                                                      | CUSIP: 12803RAN4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1555000 | PA      | $1545255.19   | 0.08%             | 2032-04-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| State of California                                                     | State of California                                                                               | CUSIP: 13063ESC1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    415000 | PA      | $414528.15    | 0.02%             | 2032-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                    | Campbell's Co. (The)                                                                              | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3325183.82   | 0.18%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                             | Capital One Financial Corp.                                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6923676.06   | 0.37%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                             | Capital One Financial Corp.                                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2155314.43   | 0.12%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                             | Capital One Financial Corp.                                                                       | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1418269.05   | 0.08%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | CarMax Auto Owner Trust, Series 2026-2, Class A2A                                                 | CUSIP: 142935AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $890843.72    | 0.05%             | 2029-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | CarMax Auto Owner Trust, Series 2026-2, Class A3                                                  | CUSIP: 142935AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2252000 | PA      | $2253479.79   | 0.12%             | 2031-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                          | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2000000 | PA      | $2030088.00   | 0.11%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                    | Carrier Global Corp.                                                                              | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4937188.45   | 0.27%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                       | Chase Home Lending Mortgage Trust, Series 2024-7, Class A11                                       | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527348 | PA      | $527559.41    | 0.03%             | 2055-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                       | Chase Home Lending Mortgage Trust, Series 2026-1, Class A11                                       | CUSIP: 16161YCB0<br>LEI: 529900FU45ZZQULAKB21 | Long             | ABS-MBS          | CORP              | US        |   5456163 | PA      | $5422248.96   | 0.29%             | 2056-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1646555.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3666 | PA      | $3714.64      | 0.00%             | 2026-10-29      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1654475.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4214 | PA      | $2458.19      | 0.00%             | 2026-11-10      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1654907.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1870 | PA      | $1896.86      | 0.00%             | 2026-11-12      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1655235.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.18        | 0.00%             | 2026-10-27      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1658775.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3818 | PA      | $3844.48      | 0.00%             | 2026-11-02      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1658917.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $2042.54      | 0.00%             | 2026-11-09      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1660093.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $196.06       | 0.00%             | 2026-11-10      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1665225.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $380.81       | 0.00%             | 2026-11-18      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                       | LendingClub Corp., 166624371.LC.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11055 | PA      | $0.00         | 0.00%             | 2033-03-04      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1666464.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $1612.32      | 0.00%             | 2026-11-09      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1667685.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $4230.69      | 0.00%             | 2026-11-15      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1673600.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1726 | PA      | $1727.76      | 0.00%             | 2026-12-26      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1673612.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $1186.28      | 0.00%             | 2026-12-16      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1674065.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3334 | PA      | $3422.94      | 0.00%             | 2026-12-16      | Fixed         | 27.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1674635.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2994 | PA      | $3031.80      | 0.00%             | 2026-12-17      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| City of Chicago IL                                                      | City of Chicago, Series 2017 B                                                                    | CUSIP: 167486M97<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    155000 | PA      | $158316.01    | 0.01%             | 2029-01-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1681423.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $2489.12      | 0.00%             | 2026-12-20      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1681444.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6583 | PA      | $1546.54      | 0.00%             | 2026-12-27      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1686612.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4485 | PA      | $4547.80      | 0.00%             | 2026-12-25      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1687826.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2309 | PA      | $2311.21      | 0.00%             | 2027-01-12      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1688043.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1986 | PA      | $1989.12      | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1688201.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2342 | PA      | $2408.94      | 0.00%             | 2027-01-12      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1688543.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3132 | PA      | $3165.99      | 0.00%             | 2027-01-13      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Republic of Chile                                                       | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1130000 | PA      | $1145537.50   | 0.06%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1688975.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4968 | PA      | $4968.85      | 0.00%             | 2027-02-26      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1689323.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $756.36       | 0.00%             | 2027-01-14      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1689608.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $3859.47      | 0.00%             | 2027-01-14      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1693289.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $3534.33      | 0.00%             | 2027-12-21      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1693711.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2665 | PA      | $2751.33      | 0.00%             | 2027-02-10      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1694575.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3997 | PA      | $4000.67      | 0.00%             | 2027-01-13      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1696093.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3164 | PA      | $3221.53      | 0.00%             | 2027-02-17      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1700571.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $42.21        | 0.00%             | 2036-01-24      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1704399.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18291 | PA      | $0.00         | 0.00%             | 2027-11-03      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1705371.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5777 | PA      | $5790.94      | 0.00%             | 2027-01-20      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1708439.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1827.35      | 0.00%             | 2027-03-09      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1708892.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4268 | PA      | $4270.61      | 0.00%             | 2027-02-20      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1709420.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $2727.86      | 0.00%             | 2027-02-16      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1709807.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4006 | PA      | $4063.13      | 0.00%             | 2027-02-17      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1710686.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2370 | PA      | $2418.72      | 0.00%             | 2027-02-18      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1711007.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3968 | PA      | $0.00         | 0.00%             | 2027-02-18      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1715428.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1030.83      | 0.00%             | 2027-02-15      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1716991.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14550 | PA      | $0.00         | 0.00%             | 2027-02-22      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Cipher Compute LLC                                                      | Cipher Compute LLC                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $902850.48    | 0.05%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust, Series 2018-C5, Class AS                                     | CUSIP: 17291DAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2517188 | PA      | $2483258.57   | 0.13%             | 2051-06-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                         | Citigroup, Inc.                                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2132356.95   | 0.12%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                         | Citigroup, Inc.                                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $4836465.89   | 0.26%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | Citibank NA                                                                                       | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6233798.18   | 0.34%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust, Series 2016-C3, Class A4                                     | CUSIP: 17325GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4928000 | PA      | $4894631.03   | 0.26%             | 2049-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                          | CGMS Commercial Mortgage Trust, Series 2017-B1, Class AS                                          | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1402000 | PA      | $1373760.07   | 0.07%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1742753.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3494 | PA      | $3484.58      | 0.00%             | 2027-04-05      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1743968.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7387 | PA      | $7284.43      | 0.00%             | 2028-03-25      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1745348.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7314 | PA      | $7300.89      | 0.00%             | 2027-04-08      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1749361.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3432 | PA      | $3423.12      | 0.00%             | 2027-04-05      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1749730.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3740 | PA      | $3731.42      | 0.00%             | 2027-04-06      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1750153.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2456 | PA      | $2485.96      | 0.00%             | 2027-04-06      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1751020.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $1404.01      | 0.00%             | 2027-04-07      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1752456.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $1189.25      | 0.00%             | 2027-04-05      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1752861.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $2524.52      | 0.00%             | 2027-04-06      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1752913.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2562 | PA      | $2584.93      | 0.00%             | 2027-04-11      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1754274.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $869.93       | 0.00%             | 2027-04-07      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1755102.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8053 | PA      | $8098.00      | 0.00%             | 2027-04-13      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1755504.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2190 | PA      | $2187.37      | 0.00%             | 2027-04-11      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1755513.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1922 | PA      | $1740.45      | 0.00%             | 2027-04-20      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1756335.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6566 | PA      | $6666.01      | 0.00%             | 2027-04-12      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                           | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468145.15    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 187548690.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7858 | PA      | $0.00         | 0.00%             | 2027-04-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 187548960.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5357 | PA      | $5368.07      | 0.00%             | 2027-04-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 187899660.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6786 | PA      | $6991.64      | 0.00%             | 2027-04-29      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188053341.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1459 | PA      | $1489.17      | 0.00%             | 2027-04-08      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188110736.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4519 | PA      | $0.00         | 0.00%             | 2027-04-13      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188186124.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2946 | PA      | $2925.93      | 0.00%             | 2027-11-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188225211.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4364 | PA      | $4378.40      | 0.00%             | 2027-04-18      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188256153.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $79.96        | 0.00%             | 2027-12-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188277503.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $3160.45      | 0.00%             | 2027-04-22      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188308390.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1952.41      | 0.00%             | 2027-04-14      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188415292.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14481 | PA      | $11633.17     | 0.00%             | 2028-07-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188450442.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7403 | PA      | $7358.55      | 0.00%             | 2027-04-21      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188528665.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $2265.82      | 0.00%             | 2027-04-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188574271.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15931 | PA      | $0.00         | 0.00%             | 2027-11-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188575003.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1497 | PA      | $1528.18      | 0.00%             | 2027-04-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188582913.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11740 | PA      | $0.00         | 0.00%             | 2027-04-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188593509.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $2089.05      | 0.00%             | 2027-04-21      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188615522.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4302 | PA      | $4335.34      | 0.00%             | 2027-04-21      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188630360.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6341 | PA      | $6482.97      | 0.00%             | 2027-04-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188633218.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $4017.64      | 0.00%             | 2027-04-21      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                      | Coca-Cola Europacific Partners plc                                                                | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $4316880.26   | 0.23%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                    | Colombia Government Bond                                                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    730000 | PA      | $766135.00    | 0.04%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                | COLT Mortgage Loan Trust, Series 2024-INV4, Class A1                                              | CUSIP: 19688QAA9<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |   3891688 | PA      | $3915833.57   | 0.21%             | 2069-05-25      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                | COLT Mortgage Loan Trust, Series 2024-1, Class A1                                                 | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1879476 | PA      | $1886583.85   | 0.10%             | 2069-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                       | Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1                                       | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953000 | PA      | $952741.17    | 0.05%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                       | Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1                                       | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1023000 | PA      | $1027619.25   | 0.06%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                       | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                       | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2246000 | PA      | $2207809.91   | 0.12%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                               | Connect Finco SARL / Connect US Finco LLC                                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3167811.00   | 0.17%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                              | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    806493 | PA      | $806620.03    | 0.04%             | 2044-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                              | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843302 | PA      | $844962.48    | 0.05%             | 2045-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                              | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127122 | PA      | $1133742.26   | 0.06%             | 2045-03-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2026-R01, Class 2M1                              | CUSIP: 20755BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1754513 | PA      | $1755614.50   | 0.09%             | 2046-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1                              | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2561017 | PA      | $2563891.44   | 0.14%             | 2043-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                              | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1297542 | PA      | $1298870.79   | 0.07%             | 2045-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                              | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1041775 | PA      | $1043537.92   | 0.06%             | 2045-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                              | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295498 | PA      | $295548.43    | 0.02%             | 2044-03-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                     | Constellation Energy Generation LLC                                                               | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    825000 | PA      | $816616.83    | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                              | Coronado Finance Pty. Ltd.                                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $998464.20    | 0.05%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                  | Costa Rica Government Bond                                                                        | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   1090000 | PA      | $1135725.50   | 0.06%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                      | Credit Agricole SA                                                                                | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6400000 | PA      | $6479952.83   | 0.35%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                    | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-6, Class 3A1                    | CUSIP: 2254W0HE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99502 | PA      | $55414.80     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross Mortgage Trust, Series 2024-H1, Class A1                                                    | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3052581 | PA      | $3069471.13   | 0.17%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross Mortgage Trust, Series 2025-H3, Class A1                                                    | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928608 | PA      | $937980.13    | 0.05%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross Mortgage Trust, Series 2024-H5, Class A1                                                    | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120026 | PA      | $1128278.84   | 0.06%             | 2069-08-26      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                    | CrossCountry Intermediate HoldCo LLC                                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $167229.95    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross Mortgage Trust, Series 2025-H1, Class A1                                                    | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1318079 | PA      | $1328182.16   | 0.07%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                      | Crown Castle, Inc.                                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7330000 | PA      | $7324330.98   | 0.40%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                      | Crown Castle, Inc.                                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2255428.82   | 0.12%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                         | DR Horton, Inc.                                                                                   | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4615615.84   | 0.25%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                          | DTE Energy Co.                                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2214042.16   | 0.12%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                         | Danske Bank A/S                                                                                   | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5300000 | PA      | $5448115.60   | 0.29%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                            | DaVita, Inc.                                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484251.30    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                             | Dick's Sporting Goods, Inc.                                                                       | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9208971.32   | 0.50%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.              | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $410560.47    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                   | Directv Financing LLC                                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2804235.50   | 0.15%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                   | Dominion Energy, Inc., Series D                                                                   | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1294905.98   | 0.07%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Dryden 80 CLO Ltd.                                                      | Dryden 80 CLO Ltd., Series 2019-80A, Class ARR                                                    | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6737121 | PA      | $6737217.97   | 0.36%             | 2033-01-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                      | Dryden 68 CLO Ltd., Series 2019-68A, Class ARR                                                    | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   6450000 | PA      | $6459997.49   | 0.35%             | 2035-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1150000 | PA      | $1160292.50   | 0.06%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                             | Eaton Corp.                                                                                       | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1592960.19   | 0.09%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                       | Eaton Capital ULC                                                                                 | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $1099569.23   | 0.06%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                              | Edwards Lifesciences Corp.                                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299411.87    | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                           | Enel Finance International NV                                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2250000 | PA      | $2213829.61   | 0.12%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                | Engie SA                                                                                          | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4089204.08   | 0.22%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp. Pte. Ltd.                                  | Equinix Asia Financing Corp. Pte. Ltd.                                                            | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |   1400000 | PA      | $1374955.96   | 0.07%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3321580.80   | 0.18%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                              | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507229.00    | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                              | ESAB Corp.                                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252927.21    | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                              | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $860401.38    | 0.05%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                    | Meta Platforms, Inc.                                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4656164.84   | 0.25%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                      | F&G Global Funding                                                                                | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5866674.19   | 0.32%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M7DJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32071 | PA      | $32519.11     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC                                                                                             | CUSIP: 3128S5L51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233093 | PA      | $241777.73    | 0.01%             | 2037-06-01      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC                                                                                             | CUSIP: 31300LS55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99083 | PA      | $101506.57    | 0.01%             | 2036-10-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                              | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8081623 | PA      | $7703265.07   | 0.42%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                              | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8191587 | PA      | $7877302.46   | 0.42%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 413, Class F23                                                                      | CUSIP: 3133Q3LF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2386985 | PA      | $2404703.95   | 0.13%             | 2054-05-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31362GM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1539 | PA      | $1530.69      | 0.00%             | 2028-01-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31362MS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        61 | PA      | $60.21        | 0.00%             | 2027-08-01      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31363EH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       609 | PA      | $613.25       | 0.00%             | 2029-08-01      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31364SPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       904 | PA      | $886.85       | 0.00%             | 2030-09-01      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2020-77, Class HI                                                                    | CUSIP: 3136BCVU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11206980 | PA      | $2281689.56   | 0.12%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-8, Class FA                                                                     | CUSIP: 3136BQU49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5413831 | PA      | $5465176.80   | 0.29%             | 2054-03-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-22, Class FG                                                                    | CUSIP: 3136BRK89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4927772 | PA      | $4982203.01   | 0.27%             | 2054-05-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-39, Class DF                                                                    | CUSIP: 3136BSFL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5508291 | PA      | $5560745.06   | 0.30%             | 2054-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-54, Class FC                                                                    | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2791614 | PA      | $2807359.43   | 0.15%             | 2054-08-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-93, Class FD                                                                    | CUSIP: 3136BTK28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5239927 | PA      | $5278826.97   | 0.28%             | 2054-12-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-77, Class FM                                                                    | CUSIP: 3136BTRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3887768 | PA      | $3906785.41   | 0.21%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-77, Class DF                                                                    | CUSIP: 3136BTWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7277211 | PA      | $7367754.33   | 0.40%             | 2053-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-98, Class FA                                                                    | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5127979 | PA      | $5178380.63   | 0.28%             | 2053-12-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31370Q6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8545 | PA      | $8473.74      | 0.00%             | 2033-03-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31371MAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5145 | PA      | $5271.14      | 0.00%             | 2035-04-01      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31375VE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68185 | PA      | $70205.19     | 0.00%             | 2036-08-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31376SEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1543 | PA      | $1544.75      | 0.00%             | 2027-04-01      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31378A3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       619 | PA      | $619.01       | 0.00%             | 2026-11-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31379MDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17657 | PA      | $18281.93     | 0.00%             | 2038-05-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5365                                                                                | CUSIP: 3137HB4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18849983 | PA      | $3007068.11   | 0.16%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5420, Class CF                                                                      | CUSIP: 3137HD7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3039410 | PA      | $3060434.42   | 0.17%             | 2054-06-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5438, Class FB                                                                      | CUSIP: 3137HF7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3695224 | PA      | $3713497.96   | 0.20%             | 2054-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5438, Class FC                                                                      | CUSIP: 3137HF7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4553201 | PA      | $4593170.30   | 0.25%             | 2054-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5478, Class FK                                                                      | CUSIP: 3137HHSG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4970385 | PA      | $5013206.92   | 0.27%             | 2054-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5510, Class FK                                                                      | CUSIP: 3137HJMR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3823949 | PA      | $3856902.56   | 0.21%             | 2055-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5517, Class FH                                                                      | CUSIP: 3137HKGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4948309 | PA      | $4989681.80   | 0.27%             | 2055-03-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5537, Class FC                                                                      | CUSIP: 3137HLBG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8456191 | PA      | $8552980.48   | 0.46%             | 2055-05-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5534, Class FY                                                                      | CUSIP: 3137HLEX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7809303 | PA      | $7900387.60   | 0.43%             | 2055-05-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5549, Class FE                                                                      | CUSIP: 3137HLSX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7077198 | PA      | $7120833.84   | 0.38%             | 2055-06-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5568, Class FG                                                                      | CUSIP: 3137HMN89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6779964 | PA      | $6842701.92   | 0.37%             | 2055-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC                                                                                             | CUSIP: 3137HPGK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9966353 | PA      | $10022142.74  | 0.54%             | 2056-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC                                                                                             | CUSIP: 3137HQTU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9519436 | PA      | $9525856.54   | 0.51%             | 2055-08-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31382UUW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2564 | PA      | $2579.07      | 0.00%             | 2028-12-01      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31384V7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1518 | PA      | $1516.06      | 0.00%             | 2040-10-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385BBB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12563 | PA      | $12608.56     | 0.00%             | 2030-04-01      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385HFW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5550 | PA      | $5542.25      | 0.00%             | 2030-02-01      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385HJD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       294 | PA      | $290.90       | 0.00%             | 2034-09-01      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385HJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       544 | PA      | $550.80       | 0.00%             | 2036-12-01      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385JFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       926 | PA      | $941.76       | 0.00%             | 2031-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385WTD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9357 | PA      | $9507.08      | 0.00%             | 2032-11-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385WVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       274 | PA      | $273.77       | 0.00%             | 2027-09-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385WZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3239 | PA      | $3312.72      | 0.00%             | 2040-04-01      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385XKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10554 | PA      | $10678.23     | 0.00%             | 2033-07-01      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385XQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1768 | PA      | $1772.78      | 0.00%             | 2033-05-01      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385XS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45624 | PA      | $46952.92     | 0.00%             | 2033-11-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385Y2D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8973 | PA      | $9099.38      | 0.00%             | 2040-06-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385Y2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7632 | PA      | $7670.67      | 0.00%             | 2040-06-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385Y6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9141 | PA      | $9231.48      | 0.00%             | 2030-11-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31386MLW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5352 | PA      | $5372.63      | 0.00%             | 2040-12-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31387YB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45664 | PA      | $46477.19     | 0.00%             | 2031-09-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31388GPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8211 | PA      | $8357.80      | 0.00%             | 2031-09-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31388HAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1965 | PA      | $2000.41      | 0.00%             | 2032-10-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31388JK38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3160 | PA      | $3187.61      | 0.00%             | 2031-09-01      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31388JK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17962 | PA      | $18301.89     | 0.00%             | 2031-11-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31388RDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19894 | PA      | $20021.55     | 0.00%             | 2031-11-01      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31389R4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7687 | PA      | $7865.61      | 0.00%             | 2032-03-01      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 3138EGBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204704 | PA      | $212042.61    | 0.01%             | 2035-09-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 3138EGMR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36654 | PA      | $37688.12     | 0.00%             | 2035-06-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 3138XP2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47368 | PA      | $48797.08     | 0.00%             | 2044-02-01      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31390S3K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       664 | PA      | $669.15       | 0.00%             | 2032-05-01      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31390WRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32057 | PA      | $32432.35     | 0.00%             | 2033-09-01      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31391S6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1139 | PA      | $1155.61      | 0.00%             | 2032-11-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31391SSW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2731 | PA      | $2779.09      | 0.00%             | 2032-12-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31400FEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9581 | PA      | $9821.69      | 0.00%             | 2033-07-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31400HFH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        38 | PA      | $38.91        | 0.00%             | 2033-03-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31401AJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6857 | PA      | $6848.83      | 0.00%             | 2028-04-01      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31401BYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10744 | PA      | $10953.94     | 0.00%             | 2033-03-01      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31401GY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       533 | PA      | $541.96       | 0.00%             | 2033-04-01      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402DHS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2486 | PA      | $2529.66      | 0.00%             | 2037-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402EMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       114 | PA      | $115.90       | 0.00%             | 2033-02-01      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402HZX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        81 | PA      | $82.67        | 0.00%             | 2033-10-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402KUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       615 | PA      | $632.22       | 0.00%             | 2033-09-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402LGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5164 | PA      | $5243.12      | 0.00%             | 2033-09-01      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402LPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6592 | PA      | $6659.99      | 0.00%             | 2043-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402NYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3489 | PA      | $3545.48      | 0.00%             | 2033-06-01      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402QTK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8065 | PA      | $8178.71      | 0.00%             | 2034-11-01      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402QX48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4965 | PA      | $5077.18      | 0.00%             | 2035-01-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402RH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5673 | PA      | $5695.10      | 0.00%             | 2044-10-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402VRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8661 | PA      | $8842.29      | 0.00%             | 2033-09-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403AX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6883 | PA      | $7014.12      | 0.00%             | 2033-10-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403CL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8366 | PA      | $8465.64      | 0.00%             | 2033-10-01      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403CZ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15913 | PA      | $16384.88     | 0.00%             | 2035-09-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403DHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60991 | PA      | $63057.12     | 0.00%             | 2035-03-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403DLF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18314 | PA      | $18822.73     | 0.00%             | 2036-05-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403DMB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18890 | PA      | $19444.88     | 0.00%             | 2036-05-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403GC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3548 | PA      | $3634.46      | 0.00%             | 2033-10-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403GCQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4712 | PA      | $4855.15      | 0.00%             | 2033-09-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403GCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1122 | PA      | $1149.97      | 0.00%             | 2033-09-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403HUF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4616 | PA      | $4639.70      | 0.00%             | 2033-11-01      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403UYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       813 | PA      | $831.04       | 0.00%             | 2033-11-01      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404B5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95289 | PA      | $96751.84     | 0.01%             | 2034-05-01      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404CF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       329 | PA      | $332.72       | 0.00%             | 2034-03-01      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404ENZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27155 | PA      | $27631.81     | 0.00%             | 2034-03-01      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404GL66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7050 | PA      | $7222.08      | 0.00%             | 2034-03-01      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404GV40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       160 | PA      | $165.39       | 0.00%             | 2034-01-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404JLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1041 | PA      | $1071.63      | 0.00%             | 2034-02-01      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404JS55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       122 | PA      | $124.08       | 0.00%             | 2034-03-01      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404QHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37325 | PA      | $37846.93     | 0.00%             | 2034-05-01      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404SLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6575 | PA      | $6774.08      | 0.00%             | 2034-06-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404UQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23963 | PA      | $24470.16     | 0.00%             | 2034-06-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404XE91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14535 | PA      | $14853.58     | 0.00%             | 2034-08-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405BD99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18420 | PA      | $19168.68     | 0.00%             | 2035-03-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405KZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2820 | PA      | $2847.85      | 0.00%             | 2034-09-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405PRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3157 | PA      | $3162.55      | 0.00%             | 2044-07-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405TZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1109 | PA      | $1126.80      | 0.00%             | 2034-08-01      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405VHD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2506 | PA      | $2506.45      | 0.00%             | 2034-07-01      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405WAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10423 | PA      | $10497.21     | 0.00%             | 2034-06-01      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405WHV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14690 | PA      | $15110.71     | 0.00%             | 2034-10-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405YPX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5802 | PA      | $5872.22      | 0.00%             | 2044-09-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406A3K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27328 | PA      | $28081.59     | 0.00%             | 2034-12-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406BQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24562 | PA      | $25303.08     | 0.00%             | 2035-01-01      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406C6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4677 | PA      | $4646.26      | 0.00%             | 2033-08-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1158 | PA      | $1172.18      | 0.00%             | 2044-10-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406DBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44323 | PA      | $45723.77     | 0.00%             | 2035-01-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406DJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11407 | PA      | $11649.76     | 0.00%             | 2034-11-01      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406DWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24383 | PA      | $24919.89     | 0.00%             | 2034-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406GLR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3911 | PA      | $3951.18      | 0.00%             | 2035-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406GY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2518 | PA      | $2569.33      | 0.00%             | 2035-03-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406H3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1898 | PA      | $1972.26      | 0.00%             | 2035-01-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406LZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       553 | PA      | $566.35       | 0.00%             | 2034-12-01      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406N6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2702 | PA      | $2729.66      | 0.00%             | 2035-04-01      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406PP52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38196 | PA      | $39185.98     | 0.00%             | 2035-04-01      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406REX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24621 | PA      | $24969.26     | 0.00%             | 2035-08-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406YCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1460 | PA      | $1486.88      | 0.00%             | 2035-07-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407ANB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6685 | PA      | $6818.65      | 0.00%             | 2033-11-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407B2L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10998 | PA      | $11298.19     | 0.00%             | 2035-07-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407BZK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3478 | PA      | $3544.53      | 0.00%             | 2035-07-01      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407FUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4321 | PA      | $4450.62      | 0.00%             | 2035-08-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407FYD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18071 | PA      | $18604.76     | 0.00%             | 2035-06-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407PJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2542 | PA      | $2609.85      | 0.00%             | 2035-10-01      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407WSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4133 | PA      | $4265.16      | 0.00%             | 2035-09-01      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407WTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6482 | PA      | $6613.46      | 0.00%             | 2035-09-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409D4M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4770 | PA      | $4948.03      | 0.00%             | 2036-04-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409DT86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6461 | PA      | $6622.59      | 0.00%             | 2036-03-01      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409JSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82452 | PA      | $83474.55     | 0.00%             | 2036-05-01      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409VAS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126349 | PA      | $130423.61    | 0.01%             | 2036-02-01      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409VJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24457 | PA      | $25107.04     | 0.00%             | 2036-07-01      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409XZZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19441 | PA      | $20067.57     | 0.00%             | 2036-02-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410ECX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1465 | PA      | $1517.84      | 0.00%             | 2036-08-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410EFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3091 | PA      | $3177.97      | 0.00%             | 2036-08-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410F3M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       147 | PA      | $148.65       | 0.00%             | 2037-04-01      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410F3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6351 | PA      | $6570.35      | 0.00%             | 2036-06-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410F4H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13813 | PA      | $14205.53     | 0.00%             | 2037-03-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410FZT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33179 | PA      | $33888.63     | 0.00%             | 2036-11-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GDB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14834 | PA      | $15086.92     | 0.00%             | 2034-09-01      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GE25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12354 | PA      | $12608.83     | 0.00%             | 2037-04-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GFX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7753 | PA      | $7976.49      | 0.00%             | 2035-06-01      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GHC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       357 | PA      | $365.11       | 0.00%             | 2035-09-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3893 | PA      | $4026.87      | 0.00%             | 2036-11-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       576 | PA      | $594.80       | 0.00%             | 2037-09-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11781 | PA      | $12138.79     | 0.00%             | 2037-08-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410KD27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42903 | PA      | $43818.88     | 0.00%             | 2034-05-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410KWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8293 | PA      | $8618.51      | 0.00%             | 2038-07-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410SXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1963 | PA      | $2016.37      | 0.00%             | 2036-06-01      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411FVW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8361 | PA      | $8539.66      | 0.00%             | 2037-09-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411FWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5122 | PA      | $5268.14      | 0.00%             | 2037-10-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411HGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38575 | PA      | $39667.78     | 0.00%             | 2037-03-01      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411SM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3423 | PA      | $3490.65      | 0.00%             | 2037-02-01      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411SNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4778 | PA      | $4906.56      | 0.00%             | 2037-02-01      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411UL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       556 | PA      | $569.66       | 0.00%             | 2037-04-01      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411UXU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1505 | PA      | $1546.91      | 0.00%             | 2037-04-01      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411YBZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12443 | PA      | $12814.53     | 0.00%             | 2037-04-01      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411YDP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1171 | PA      | $1205.49      | 0.00%             | 2037-05-01      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31412BTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       765 | PA      | $788.44       | 0.00%             | 2034-04-01      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31412ECK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389681 | PA      | $403451.62    | 0.02%             | 2036-04-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31412EU61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5904 | PA      | $5933.54      | 0.00%             | 2037-05-01      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31413ESG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10495 | PA      | $10827.55     | 0.00%             | 2037-06-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31413GK90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2357 | PA      | $2404.65      | 0.00%             | 2037-08-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31413JZE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3516 | PA      | $3665.27      | 0.00%             | 2037-09-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31414BLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76005 | PA      | $78635.48     | 0.00%             | 2038-01-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, 30 Year                                                                                     | CUSIP: 31414CEJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4461 | PA      | $4518.35      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31414DDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22358 | PA      | $23113.76     | 0.00%             | 2038-04-01      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31416B4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1373 | PA      | $1416.00      | 0.00%             | 2037-05-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31416BK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181711 | PA      | $187489.19    | 0.01%             | 2036-02-01      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31416BLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       866 | PA      | $892.21       | 0.00%             | 2038-10-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31417JBG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4648 | PA      | $4756.16      | 0.00%             | 2038-09-01      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31419AFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77668 | PA      | $79494.35     | 0.00%             | 2036-11-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31419DYC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21409 | PA      | $21959.43     | 0.00%             | 2040-08-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 438, Class C7                                                                        | CUSIP: 31424UVN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19159319 | PA      | $3398061.33   | 0.18%             | 2053-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                     | Fifth Third Bank NA                                                                               | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2437529.99   | 0.13%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust, Series 2025-HE5, Class A                                                             | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1101309 | PA      | $1100903.96   | 0.06%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust, Series 2025-HE4, Class A                                                             | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3697020 | PA      | $3708427.24   | 0.20%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust, Series 2025-FL1, Class A1                                                            | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1502276 | PA      | $1502467.13   | 0.08%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust, Series 2025-FL2, Class A1                                                            | CUSIP: 31684TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2438133 | PA      | $2425537.60   | 0.13%             | 2055-11-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3210332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4369 | PA      | $0.07         | 0.00%             | 2032-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3212181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $0.00         | 0.00%             | 2032-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3232249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $0.00         | 0.00%             | 2032-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3233993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $0.06         | 0.00%             | 2032-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3234758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $0.00         | 0.00%             | 2032-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3238373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $0.01         | 0.00%             | 2032-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3255010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $0.00         | 0.00%             | 2032-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3260194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $0.00         | 0.00%             | 2032-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3297660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $0.00         | 0.00%             | 2032-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3311752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $0.00         | 0.00%             | 2032-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3320535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13177 | PA      | $0.00         | 0.00%             | 2032-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3336181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7935 | PA      | $0.15         | 0.00%             | 2032-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3336690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $0.24         | 0.00%             | 2032-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3344944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $0.00         | 0.00%             | 2032-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3361155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $0.05         | 0.00%             | 2032-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3365511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $0.00         | 0.00%             | 2032-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3366564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $0.03         | 0.00%             | 2032-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3371556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $0.06         | 0.00%             | 2032-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                            | Fiserv, Inc.                                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5077352.12   | 0.27%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3401486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $0.01         | 0.00%             | 2032-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3407926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $0.03         | 0.00%             | 2032-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3411766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5695 | PA      | $0.60         | 0.00%             | 2032-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| State Board of Administration Finance Corp.                             | State Board of Administration Finance Corp., Series 2024 A                                        | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    300000 | PA      | $313779.18    | 0.02%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3414237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2276 | PA      | $0.00         | 0.00%             | 2032-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3415734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $0.02         | 0.00%             | 2032-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3419699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10480 | PA      | $0.01         | 0.00%             | 2032-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3425756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $0.00         | 0.00%             | 2032-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3428606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $0.00         | 0.00%             | 2032-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3432767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $0.04         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3433089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $0.00         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3434383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11741 | PA      | $0.14         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3435958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $0.12         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3436460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3436486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3437194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3437850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4084 | PA      | $0.00         | 0.00%             | 2032-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3452149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $0.02         | 0.00%             | 2032-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust, Series 2024-A, Class A3                                             | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4774619 | PA      | $4808129.15   | 0.26%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                               | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3429734.84   | 0.19%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                               | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3208622.85   | 0.17%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3463095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11405 | PA      | $0.14         | 0.00%             | 2032-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3472489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2604 | PA      | $0.00         | 0.00%             | 2032-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3487584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2184 | PA      | $0.00         | 0.00%             | 2032-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                                   | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6124074.21   | 0.33%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3510070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25800 | PA      | $0.42         | 0.00%             | 2032-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3513483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4792 | PA      | $0.00         | 0.00%             | 2032-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3516078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8033 | PA      | $0.33         | 0.00%             | 2032-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3521469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3422 | PA      | $0.00         | 0.00%             | 2032-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M1                                               | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |     96508 | PA      | $96453.93     | 0.01%             | 2041-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC STACR REMIC Trust, Series 2024-HQA2, Class M1                                               | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   2787050 | PA      | $2789597.56   | 0.15%             | 2044-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   1393070 | PA      | $1394591.93   | 0.08%             | 2045-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class A1                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   1090988 | PA      | $1095093.10   | 0.06%             | 2045-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class A1                                               | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   1807612 | PA      | $1810334.58   | 0.10%             | 2045-09-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3559884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $0.00         | 0.00%             | 2032-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                           | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    900000 | PA      | $868757.40    | 0.05%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3566831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $0.16         | 0.00%             | 2032-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3572652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $0.08         | 0.00%             | 2032-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3573904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $0.00         | 0.00%             | 2032-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3612013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3513 | PA      | $0.00         | 0.00%             | 2032-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3612313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3994 | PA      | $0.00         | 0.00%             | 2032-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GA Global Funding Trust                                                 | GA Global Funding Trust                                                                           | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7163038.66   | 0.39%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3616837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $0.01         | 0.00%             | 2032-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                    | GNMA II                                                                                           | CUSIP: 36202K5J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       154 | PA      | $154.03       | 0.00%             | 2026-08-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                    | GNMA II                                                                                           | CUSIP: 36202K6G5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        19 | PA      | $19.11        | 0.00%             | 2026-09-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3622745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5722 | PA      | $0.20         | 0.00%             | 2032-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GSR Mortgage Loan Trust                                                 | GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1                                               | CUSIP: 36242DUL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48854 | PA      | $46956.72     | 0.00%             | 2035-01-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust, Series 2016-GS3, Class A3                                           | CUSIP: 36251PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3083073 | PA      | $3073717.82   | 0.17%             | 2049-10-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust, Series 2016-GS3, Class A4                                           | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $596717.64    | 0.03%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust, Series 2016-GS2, Class A4                                           | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319449 | PA      | $318975.41    | 0.02%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust, Series 2019-GC42, Class A2                                          | CUSIP: 36257UAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5497353 | PA      | $5280995.02   | 0.28%             | 2052-09-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                   | Haleon US Capital LLC                                                                             | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7637386.37   | 0.41%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                        | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1028614.12   | 0.06%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                        | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5091899.90   | 0.27%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                      | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3                       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6600453 | PA      | $6627741.08   | 0.36%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust, Series 2025-PJ8, Class A27                                   | CUSIP: 36272XBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547106 | PA      | $548591.18    | 0.03%             | 2056-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust, Series 2025-CES2, Class A1                                   | CUSIP: 36273BAA7<br>LEI: 254900U0V0TUGIF39T29 | Long             | ABS-O            | CORP              | US        |   1639796 | PA      | $1636852.71   | 0.09%             | 2055-09-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Gabx Leasing LLC                                                        | Gabx Leasing LLC                                                                                  | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1871074.98   | 0.10%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust, Series 2026-PJ1, Class A27                                   | CUSIP: 36275TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450651 | PA      | $450261.22    | 0.02%             | 2056-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3629212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $0.02         | 0.00%             | 2032-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3631012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $0.00         | 0.00%             | 2032-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3693768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $0.05         | 0.00%             | 2032-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| General Electric Co.                                                    | General Electric Co.                                                                              | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1162872.84   | 0.06%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3700150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3008 | PA      | $0.01         | 0.00%             | 2032-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| General Motors Financial Co., Inc.                                      | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $13159492.24  | 0.71%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                      | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    635000 | PA      | $629926.10    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3760407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $0.00         | 0.00%             | 2032-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Glencore Funding LLC                                                    | Glencore Funding LLC                                                                              | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3360218.87   | 0.18%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                      | GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class A3                       | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3674081 | PA      | $3703390.00   | 0.20%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                      | GM Financial Consumer Automobile Receivables Trust, Series 2026-2, Class A3                       | CUSIP: 380143AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2863000 | PA      | $2862213.82   | 0.15%             | 2031-08-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                               | Golden State Tobacco Securitization Corp., Series 2021 B-1                                        | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2850000 | PA      | $2604290.96   | 0.14%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                               | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR                              | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |   9960000 | PA      | $9966538.31   | 0.54%             | 2034-10-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                         | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1746404.64   | 0.09%             | 2030-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                         | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5420318.04   | 0.29%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                         | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2699758.46   | 0.15%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                    | GNMA, Series 2022-155, Class IA                                                                   | CUSIP: 38381T3Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19804646 | PA      | $2921894.29   | 0.16%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                    | GNMA, Series 2019-137, Class PI                                                                   | CUSIP: 38382AYC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18915962 | PA      | $3682211.44   | 0.20%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                    | GNMA, Series 2020-189, Class IA                                                                   | CUSIP: 38382MFJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15301917 | PA      | $3351991.94   | 0.18%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3842781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10067 | PA      | $0.76         | 0.00%             | 2032-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3849054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $0.00         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3849313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $0.01         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3849333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8085 | PA      | $0.00         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3869455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7514 | PA      | $0.00         | 0.00%             | 2032-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3877914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $0.00         | 0.00%             | 2032-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3908447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $0.00         | 0.00%             | 2032-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3944713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16717 | PA      | $0.05         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3948363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $0.03         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3953673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $0.00         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3953788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6116 | PA      | $0.00         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3988483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6804 | PA      | $0.25         | 0.00%             | 2032-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3995187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $0.15         | 0.00%             | 2032-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4006108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3609 | PA      | $0.20         | 0.00%             | 2032-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4012864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $0.00         | 0.00%             | 2032-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Guatemala                                                   | Guatemala Government Bond                                                                         | CUSIP: 401494AF6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1540000 | PA      | $1545166.70   | 0.08%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4027848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13882 | PA      | $0.00         | 0.00%             | 2032-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4030312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $0.00         | 0.00%             | 2032-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HOMES Trust                                                             | HOMES Trust, Series 2024-NQM1, Class A1                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   1371196 | PA      | $1380583.31   | 0.07%             | 2069-07-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4039216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $0.00         | 0.00%             | 2032-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                       | HSBC Holdings plc                                                                                 | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7600000 | PA      | $7344038.23   | 0.40%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4044447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14344 | PA      | $0.37         | 0.00%             | 2032-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4077814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $0.11         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4079086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $0.15         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4079838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6825 | PA      | $0.00         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4080547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $0.09         | 0.00%             | 2032-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4095538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3487 | PA      | $0.00         | 0.00%             | 2032-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4125734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4285 | PA      | $0.00         | 0.00%             | 2032-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4138127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2987 | PA      | $0.00         | 0.00%             | 2032-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4142060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2032-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4147030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $0.04         | 0.00%             | 2032-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4163065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $0.00         | 0.00%             | 2032-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4171680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $0.33         | 0.00%             | 2032-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4171907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4783 | PA      | $0.00         | 0.00%             | 2032-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hasbro, Inc.                                                            | Hasbro, Inc.                                                                                      | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3970488.00   | 0.21%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4186988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $0.00         | 0.00%             | 2032-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4189414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $0.04         | 0.00%             | 2032-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4197129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $0.00         | 0.00%             | 2032-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4200379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1060 | PA      | $0.05         | 0.00%             | 2032-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4207561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2032-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4229796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2213 | PA      | $0.06         | 0.00%             | 2032-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4267608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4641 | PA      | $0.00         | 0.00%             | 2032-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4271659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $0.02         | 0.00%             | 2032-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4280865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7930 | PA      | $0.26         | 0.00%             | 2032-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                            | Hess Midstream Operations LP                                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2050240.00   | 0.11%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                            | Hess Midstream Operations LP                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303111.60    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                            | Hexcel Corp.                                                                                      | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2772082.02   | 0.15%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4309215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $0.06         | 0.00%             | 2032-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4314394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4763 | PA      | $0.14         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4315019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $0.00         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4315085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $0.10         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hillenbrand, Inc.                                                       | Hillenbrand, Inc.                                                                                 | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1040335.23   | 0.06%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4333949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $0.00         | 0.00%             | 2032-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4342268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $0.20         | 0.00%             | 2032-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4345972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $0.24         | 0.00%             | 2032-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4352084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1688 | PA      | $0.12         | 0.00%             | 2032-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4352239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $0.63         | 0.00%             | 2032-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Home Re Ltd.                                                            | Home Re Ltd., Series 2026-1, Class M1A                                                            | CUSIP: 436956AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985981 | PA      | $986050.91    | 0.05%             | 2036-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                          | Home Partners of America Trust, Series 2021-3, Class B                                            | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1344299 | PA      | $1259983.91   | 0.07%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                             | HOMES Trust, Series 2025-NQM1, Class A1                                                           | CUSIP: 43761DAA8<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |   7445196 | PA      | $7482333.70   | 0.40%             | 2070-01-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables Owner Trust, Series 2023-4, Class A3                                       | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3528855 | PA      | $3559199.72   | 0.19%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables Owner Trust, Series 2023-3, Class A3                                       | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2692980 | PA      | $2706517.66   | 0.15%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4383604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2916 | PA      | $0.20         | 0.00%             | 2032-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Honeywell Aerospace, Inc.                                               | Honeywell Aerospace, Inc.                                                                         | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2361547.12   | 0.13%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4390373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $0.03         | 0.00%             | 2033-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4390406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $0.13         | 0.00%             | 2033-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4394687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $0.00         | 0.00%             | 2033-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4413064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $0.00         | 0.00%             | 2033-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4413957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $0.00         | 0.00%             | 2033-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4430691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $0.02         | 0.00%             | 2033-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4431496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $0.00         | 0.00%             | 2033-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4438299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2530 | PA      | $0.00         | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4438563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14155 | PA      | $0.00         | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4452962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8915 | PA      | $0.00         | 0.00%             | 2033-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4455128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $0.06         | 0.00%             | 2033-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4457642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3469 | PA      | $0.00         | 0.00%             | 2033-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Huntington Bancshares, Inc.                                             | Huntington Bancshares, Inc.                                                                       | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3104953.74   | 0.17%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4463189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $0.05         | 0.00%             | 2033-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Huntington National Bank (The)                                          | Huntington National Bank (The)                                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7398045.51   | 0.40%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4465207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3432 | PA      | $0.21         | 0.00%             | 2033-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4481855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $0.04         | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4481874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $0.00         | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4484475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3439 | PA      | $0.00         | 0.00%             | 2033-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4484542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6016 | PA      | $0.19         | 0.00%             | 2033-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4488928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $0.01         | 0.00%             | 2033-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                 | Hyundai Capital America                                                                           | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4024251.48   | 0.22%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                 | Hyundai Capital America                                                                           | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2762126.54   | 0.15%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust, Series 2024-A, Class A3                                           | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2664132 | PA      | $2680693.12   | 0.14%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4489974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4041 | PA      | $0.16         | 0.00%             | 2033-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust, Series 2023-B, Class A3                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1178874 | PA      | $1184550.80   | 0.06%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust, Series 2025-B, Class A2A                                          | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7702147 | PA      | $7716152.28   | 0.42%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4499783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $0.00         | 0.00%             | 2033-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4508723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6372 | PA      | $0.20         | 0.00%             | 2033-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4510936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $0.00         | 0.00%             | 2033-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Icon Investments Six DAC                                                | Icon Investments Six DAC                                                                          | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   4700000 | PA      | $4736995.58   | 0.26%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4513287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12361 | PA      | $0.42         | 0.00%             | 2033-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4514072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $0.00         | 0.00%             | 2033-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4516974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $0.06         | 0.00%             | 2033-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4519611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12933 | PA      | $0.26         | 0.00%             | 2033-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| State of Illinois                                                       | State of Illinois, Series 2026 A                                                                  | CUSIP: 452153PX1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    345000 | PA      | $348607.77    | 0.02%             | 2032-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                          | Illumina, Inc.                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1601080.14   | 0.09%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                                            | Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499624 | PA      | $1502484.98   | 0.08%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4532929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $0.13         | 0.00%             | 2033-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4534513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $0.00         | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4535094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $7.20         | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4540937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6282 | PA      | $0.00         | 0.00%             | 2033-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4546342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $0.00         | 0.00%             | 2033-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4548999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4823 | PA      | $0.00         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4549725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $0.96         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4549873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $0.17         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4549880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3819 | PA      | $0.05         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4550265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $0.00         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4555245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4885 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4556429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $0.06         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4556489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2476 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4556569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18356 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4557410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5012 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Indonesia                                                   | Indonesia Government Bond                                                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    790000 | PA      | $768659.29    | 0.04%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4558347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4561168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $0.01         | 0.00%             | 2033-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4561751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3074 | PA      | $0.05         | 0.00%             | 2033-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4562273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $0.17         | 0.00%             | 2033-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4563389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3392 | PA      | $0.00         | 0.00%             | 2033-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4565857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14859 | PA      | $0.67         | 0.00%             | 2033-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                | Franklin Institutional U.S. Government Money Market Fund                                          | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |  74565569 | NS      | $74565568.56  | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4579623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30289 | PA      | $0.77         | 0.00%             | 2033-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4581333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3759 | PA      | $1.07         | 0.00%             | 2033-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4581555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12639 | PA      | $0.86         | 0.00%             | 2033-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4582331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $0.41         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4585539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4586510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6337 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4589242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $0.00         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4600950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $0.00         | 0.00%             | 2033-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4601418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4582 | PA      | $0.16         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4601908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $0.00         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4603785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $0.12         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4604781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $0.54         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4606149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $0.14         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4606526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $0.01         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4607817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $0.11         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4609191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $0.00         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4612864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $0.03         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4612909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2565 | PA      | $0.68         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Invesco CLO Ltd.                                                        | Invesco CLO Ltd., Series 2021-3A, Class A1R                                                       | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2601675.03   | 0.14%             | 2034-10-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4618545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2720 | PA      | $0.00         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4618572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $0.15         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4620208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $0.00         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4622912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12026 | PA      | $0.00         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4623698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4549 | PA      | $0.00         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4625409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1903 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4626052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3539 | PA      | $0.02         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                             | IQVIA, Inc.                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3425139.30   | 0.18%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4626904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4667 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4627946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                     | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996381.20   | 0.11%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                     | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690715.97    | 0.04%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4630473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $0.00         | 0.00%             | 2033-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4631665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $0.00         | 0.00%             | 2033-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4637259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $0.04         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4639123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $0.02         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4639291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $0.00         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4641955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13703 | PA      | $0.00         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4645672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10185 | PA      | $0.00         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4646107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $0.40         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4646691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $0.04         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4650952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $0.74         | 0.00%             | 2033-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4652170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3326 | PA      | $0.10         | 0.00%             | 2033-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4654724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $0.00         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4655105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $0.00         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4656767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2269 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                              | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4                              | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1738104 | PA      | $1726893.07   | 0.09%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings                           | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    900000 | PA      | $864950.58    | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5500000 | PA      | $297730.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                         | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75023.94     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2026-HE1, Class A1                                             | CUSIP: 46594RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1033381.70   | 0.06%             | 2056-09-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4660577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5607 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4660611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4662056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40082 | PA      | $0.22         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2004-A1, Class 5A1                                             | CUSIP: 466247BT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12799 | PA      | $13063.84     | 0.00%             | 2034-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  12100000 | PA      | $323058.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                    | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3643437.85   | 0.20%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                    | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2755443.46   | 0.15%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                    | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2314402.25   | 0.12%             | 2032-04-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2021-15, Class A4                                              | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1639006 | PA      | $1468384.19   | 0.08%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4665723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $0.11         | 0.00%             | 2033-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                                           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711298 | PA      | $714879.71    | 0.04%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2024-HE3, Class A1                                             | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058199 | PA      | $1058273.07   | 0.06%             | 2055-02-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2025-HE3, Class A1                                             | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |   1204639 | PA      | $1209339.24   | 0.07%             | 2056-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4668525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4669203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4669930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4679063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4681090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4682306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19587 | PA      | $0.39         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4684103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4684220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $0.01         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Government of Jamaica (The)                                             | Jamaica Government Bond                                                                           | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    760000 | PA      | $784358.00    | 0.04%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4704761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $0.04         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4710517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2933 | PA      | $0.00         | 0.00%             | 2033-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4717011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8731 | PA      | $0.00         | 0.00%             | 2033-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4719485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $0.00         | 0.00%             | 2033-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                          | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2737386.60   | 0.15%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4746441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $0.00         | 0.00%             | 2033-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4761481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $0.00         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4763575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $0.09         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4773719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $0.00         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4789346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6004 | PA      | $0.09         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4790074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $0.00         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4794467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $0.00         | 0.00%             | 2033-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4796271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $0.42         | 0.00%             | 2033-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4799750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $0.00         | 0.00%             | 2033-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4810478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13210 | PA      | $0.00         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4812628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7404 | PA      | $0.14         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4814186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3604 | PA      | $0.42         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4700000 | PA      | $-62314.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4819764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $0.00         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4829812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $0.03         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4829826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $0.08         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4831455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4832246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4839177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4839467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1586 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4840100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $0.13         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4860368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4862382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5131 | PA      | $0.10         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4862500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $0.00         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4863679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16205 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4866679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4867627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4867691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4868123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4868930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4871945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5985 | PA      | $0.06         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4872471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4872677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3275 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4873083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9479 | PA      | $0.21         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4873268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6701 | PA      | $0.21         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4873945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $0.14         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4874117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3833 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4877302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $0.04         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4877319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $0.00         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4877812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $0.00         | 0.00%             | 2033-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4878164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $0.00         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4880047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $0.01         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4880109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10497 | PA      | $0.40         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4880571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14651 | PA      | $0.33         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4881617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $0.03         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4881988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41908 | PA      | $2.52         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4882604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $0.02         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4886936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29822 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4889578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6235 | PA      | $0.00         | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4891549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3445 | PA      | $0.09         | 0.00%             | 2033-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4893163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12426 | PA      | $0.00         | 0.00%             | 2033-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4901122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $0.06         | 0.00%             | 2033-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4905832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6058 | PA      | $0.00         | 0.00%             | 2033-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4907500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4190 | PA      | $0.15         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4908035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5837 | PA      | $0.14         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4923842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $0.00         | 0.00%             | 2033-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4924187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $0.03         | 0.00%             | 2033-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4925184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4925548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16715 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4925972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7444 | PA      | $0.68         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4926169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4927104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7625 | PA      | $0.84         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Keurig Dr. Pepper, Inc.                                                 | Keurig Dr. Pepper, Inc.                                                                           | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2536596.55   | 0.14%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                             | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   3000000 | PA      | $2939957.55   | 0.16%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  -9300000 | PA      | $-3559.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4937358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $0.02         | 0.00%             | 2033-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4938983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $0.01         | 0.00%             | 2033-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4942412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13011 | PA      | $0.54         | 0.00%             | 2033-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4955556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $0.00         | 0.00%             | 2033-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4968011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $0.00         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4968065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9113 | PA      | $0.43         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4975394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $0.09         | 0.00%             | 2033-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4981564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $0.00         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4981810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $0.00         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4989575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $0.00         | 0.00%             | 2033-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4990427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $0.11         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4990812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $0.00         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4991412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $0.17         | 0.00%             | 2033-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4992493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $0.01         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4993580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $0.00         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines Pass-Through Trust                                    | American Airlines Pass-Through Trust, Series 2016-2, Class AA                                     | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29225 | PA      | $28491.40     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                 | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317425.78    | 0.02%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5006802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7127 | PA      | $0.00         | 0.00%             | 2033-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5019192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10195 | PA      | $0.85         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LHOME Mortgage Trust                                                    | LHOME Mortgage Trust, Series 2025-RTL2, Class A1                                                  | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $718628.20    | 0.04%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5026306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5011 | PA      | $0.33         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5027172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $0.12         | 0.00%             | 2033-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5042184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $0.00         | 0.00%             | 2033-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5044278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $0.00         | 0.00%             | 2033-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5047301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5053049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $0.00         | 0.00%             | 2033-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5058089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14655 | PA      | $0.00         | 0.00%             | 2033-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5062108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $0.00         | 0.00%             | 2033-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5065553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11144 | PA      | $0.00         | 0.00%             | 2033-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5075271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $0.08         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5075710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $0.26         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5075922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $0.00         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5090985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $0.01         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5096024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9361 | PA      | $0.00         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5096286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $0.05         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5099070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5102362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26662 | PA      | $0.00         | 0.00%             | 2033-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5109707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $0.13         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5110232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4917 | PA      | $0.00         | 0.00%             | 2033-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5110450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4298 | PA      | $0.16         | 0.00%             | 2033-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5114631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $0.00         | 0.00%             | 2033-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5118658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $0.01         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5122398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5431 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5123250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5123870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $0.39         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5130538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $0.00         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5132890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30012 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5134488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5135982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11822 | PA      | $1.03         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5138301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $0.00         | 0.00%             | 2033-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5142732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5144732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2684 | PA      | $0.04         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5146188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6760 | PA      | $0.00         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5154060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5155680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $0.04         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5156338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2755 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5156676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $0.03         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5160593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14722 | PA      | $0.29         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5162594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5163731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7221 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5172784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6176 | PA      | $0.13         | 0.00%             | 2033-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5179416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2654 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5181201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6478 | PA      | $0.00         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5183474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $0.00         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5210392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $0.17         | 0.00%             | 2033-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5220660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $0.00         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5241436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3502 | PA      | $0.17         | 0.00%             | 2033-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5243505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20719 | PA      | $1.11         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5244949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $0.19         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5245623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4046 | PA      | $0.21         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5250706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5250769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5254554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5092 | PA      | $0.10         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5254769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1097 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5255302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19141 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5262459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $0.04         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5266476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4712 | PA      | $0.00         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5266837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3783 | PA      | $0.00         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5281103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8490 | PA      | $0.00         | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5293954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $0.00         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5296287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $0.00         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5305068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77744 | PA      | $0.05         | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5313405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5316290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $0.07         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5322693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $0.16         | 0.00%             | 2033-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5325004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5328895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2371 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5329785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5330101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1778 | PA      | $0.17         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5363132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7301 | PA      | $0.00         | 0.00%             | 2033-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5372948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7104 | PA      | $0.05         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5374200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7532 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5380422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12758 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5381740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $0.00         | 0.00%             | 2033-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5394107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $0.05         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lloyds Banking Group plc                                                | Lloyds Banking Group plc                                                                          | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8400000 | PA      | $8351826.25   | 0.45%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                | Lloyds Banking Group plc                                                                          | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2730000 | PA      | $2754338.17   | 0.15%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5400388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5411337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $0.08         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5414116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15698 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5414769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5462926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $0.07         | 0.00%             | 2033-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5473313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $0.02         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5474055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $0.14         | 0.00%             | 2033-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5507161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8476 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5518301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22861 | PA      | $0.73         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5528209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9462 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5532399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                                           | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6512399.86   | 0.35%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5534237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6220 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                        | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975626.04    | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                              | MSCI, Inc.                                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1661480.02   | 0.09%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5537587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2674 | PA      | $0.06         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5540468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $0.05         | 0.00%             | 2033-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5550397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15348 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5554806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $0.00         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5557572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $0.00         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5565100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1552 | PA      | $0.00         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5565348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8568 | PA      | $0.25         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5568047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25893 | PA      | $0.00         | 0.00%             | 2033-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5571589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $0.14         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5575033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $0.08         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5584916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $0.07         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5588007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16177 | PA      | $0.08         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5588372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8728 | PA      | $0.06         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5588652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.05         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5588819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $0.03         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Discovery Global Holdings, Inc.                                         | Discovery Global Holdings, Inc.                                                                   | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1744265.63   | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5594146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3596 | PA      | $0.38         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5595419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5597324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5598446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5600497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5600512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8322 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5610840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7751 | PA      | $0.23         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5615484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9295 | PA      | $0.29         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5618906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2590 | PA      | $0.02         | 0.00%             | 2034-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5622466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $0.01         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5627076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7284 | PA      | $0.07         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5627773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5628952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4403 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5641349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $0.00         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Marble Point CLO XV Ltd.                                                | Marble Point CLO XV Ltd., Series 2019-1A, Class A1R2                                              | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   1329551 | PA      | $1329330.10   | 0.07%             | 2032-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5662108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6816 | PA      | $0.13         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5667327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20570 | PA      | $0.02         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mars, Inc.                                                              | Mars, Inc.                                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7805000 | PA      | $7885547.52   | 0.43%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5718687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5719839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7877 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5729235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $1.25         | 0.00%             | 2034-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5732468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5734498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $0.18         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5738195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $0.00         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5739159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13484 | PA      | $0.76         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5741356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5742284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5670 | PA      | $0.25         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5744108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $0.05         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5754537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $0.04         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5754674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2696 | PA      | $0.06         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5762467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $0.10         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5768898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $0.04         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5774288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       779 | PA      | $0.35         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5779587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5779612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3348 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5784284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5640 | PA      | $0.00         | 0.00%             | 2034-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5787095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5790156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $0.11         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5790251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McCormick & Co., Inc.                                                   | McCormick & Co., Inc.                                                                             | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    690000 | PA      | $684038.41    | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5801823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5802372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5979 | PA      | $0.01         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5803772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       752 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5806812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5807048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5807339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7842 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5813279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5813539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2195 | PA      | $0.16         | 0.00%             | 2034-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5820502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5820697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5821573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $0.02         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5830235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10562 | PA      | $0.27         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5833277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5833649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7646 | PA      | $0.41         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5833923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3357 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5834289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $0.12         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5836241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4473 | PA      | $0.17         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5837692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $0.00         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5837836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3875 | PA      | $0.00         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5842217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $0.02         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5843755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5701 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5845026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $0.01         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5845038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5851164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17110 | PA      | $1.16         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5852732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6024 | PA      | $0.00         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5854302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $0.30         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5855717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $0.08         | 0.00%             | 2034-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5856105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5861074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2179 | PA      | $0.04         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5862719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4110 | PA      | $0.02         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5867284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $0.07         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5871974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5876337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2139 | PA      | $0.03         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5877622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1737 | PA      | $0.00         | 0.00%             | 2034-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5881097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1672 | PA      | $0.00         | 0.00%             | 2034-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5889950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5890652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5894262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6335 | PA      | $0.31         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5894989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $0.05         | 0.00%             | 2034-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                  | Merrill Lynch Mortgage Investors Trust, Series 2003-A, Class 1A                                   | CUSIP: 589929F94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15340 | PA      | $14140.85     | 0.00%             | 2028-03-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                  | Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1                                   | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52990 | PA      | $49765.60     | 0.00%             | 2028-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5901096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8515 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5901715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $0.20         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5912773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13179 | PA      | $0.00         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5918667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                      | Metropolitan Life Global Funding I                                                                | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4143449.18   | 0.22%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5922874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9877 | PA      | $0.00         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5924210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11933 | PA      | $1.73         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5925246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $0.60         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5929107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4507 | PA      | $0.12         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5930081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $0.00         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5934510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $0.00         | 0.00%             | 2034-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5937710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9403 | PA      | $0.13         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5938544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8920 | PA      | $0.24         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5941408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4263 | PA      | $0.00         | 0.00%             | 2034-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5949246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2143 | PA      | $0.12         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5950325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $0.03         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5951713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5951743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6697 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5954057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10357 | PA      | $0.00         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5956156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4565 | PA      | $0.00         | 0.00%             | 2034-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5956226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5662 | PA      | $0.00         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5966004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12378 | PA      | $0.00         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5966970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6042 | PA      | $0.72         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5972193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2834 | PA      | $0.00         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5972346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $0.46         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5974110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $0.00         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5977756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10251 | PA      | $0.54         | 0.00%             | 2034-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5978395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5654 | PA      | $0.27         | 0.00%             | 2034-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5980004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14671 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5980834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2059 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5983711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $0.04         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5984682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5986413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2347 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5989761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $0.01         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5991501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1416 | PA      | $0.03         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5991559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $0.00         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5996138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $0.03         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5997621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2321 | PA      | $0.06         | 0.00%             | 2034-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                           | Mill City Mortgage Loan Trust, Series 2018-1, Class A1                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155269 | PA      | $154895.65    | 0.01%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                           | Mill City Mortgage Loan Trust, Series 2018-4, Class A1B                                           | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140577 | PA      | $2106748.58   | 0.11%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6000204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $0.04         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6003010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $0.01         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6003035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40734 | PA      | $0.00         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6006837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $0.28         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6007073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $0.01         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6007679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $0.03         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Millrose Properties, Inc.                                               | Millrose Properties, Inc.                                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2989836.80   | 0.16%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6013787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $0.07         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6014176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $0.00         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6015922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $0.15         | 0.00%             | 2034-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6017671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $0.00         | 0.00%             | 2034-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6020766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $0.00         | 0.00%             | 2034-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6021277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4902 | PA      | $0.00         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6022726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $0.20         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6025558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6026398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6032149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $0.45         | 0.00%             | 2034-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6033308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $0.09         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6038307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11023 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6041701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6983 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6041983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40970 | PA      | $1.29         | 0.00%             | 2034-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6046321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $0.00         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6046375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $0.08         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6047820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $0.14         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6057856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4257 | PA      | $0.26         | 0.00%             | 2034-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6059813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6787 | PA      | $0.00         | 0.00%             | 2034-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6063093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3406 | PA      | $0.00         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6120756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $0.03         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6120938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17095 | PA      | $0.30         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6122715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45745 | PA      | $1.98         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6126608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $0.08         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6127192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2501 | PA      | $0.00         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6127374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $0.02         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6133707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11499 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6134623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17381 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6135022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3251 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6135248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8060 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6136481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4428 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6139899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5390 | PA      | $0.15         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6141598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6141840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3171 | PA      | $0.11         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6145876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $0.00         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6147217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $0.01         | 0.00%             | 2034-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6147492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $0.04         | 0.00%             | 2034-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6149785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $0.05         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6151254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33491 | PA      | $1.99         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6153219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2899 | PA      | $0.03         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6155930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9003 | PA      | $0.00         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6157661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $0.00         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6157670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $0.04         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6158976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $0.00         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6161004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2034-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6161916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $0.02         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6163115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9867 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6163558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6165678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $0.10         | 0.00%             | 2034-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6169587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3516 | PA      | $0.00         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                                    | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7798556.06   | 0.42%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6174665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $0.21         | 0.00%             | 2034-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                                    | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5574115.42   | 0.30%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                                    | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1622743.65   | 0.09%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley, Series I                                                                          | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3627698.55   | 0.20%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                                    | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1117058.95   | 0.06%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                      | Morocco Government Bond                                                                           | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   1120000 | PA      | $1144072.72   | 0.06%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                        | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580670 | PA      | $1591040.53   | 0.09%             | 2068-12-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-4, Class AF                           | CUSIP: 61777BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021533 | PA      | $1023526.28   | 0.06%             | 2054-09-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class XA                     | CUSIP: 61779RBV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31776000 | PA      | $1588866.73   | 0.09%             | 2058-11-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class AS                     | CUSIP: 61779RBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3794000 | PA      | $3837833.60   | 0.21%             | 2058-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6181401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $0.00         | 0.00%             | 2034-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6182359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $9.73         | 0.00%             | 2034-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6190783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $0.01         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6192067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $0.00         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6196734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $0.05         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6196936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $0.00         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6200609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $0.02         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Motorola Solutions, Inc.                                                | Motorola Solutions, Inc.                                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3125966.75   | 0.17%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6204820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $0.00         | 0.00%             | 2034-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6207369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       618 | PA      | $0.00         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6207861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37929 | PA      | $0.29         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6213794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $0.20         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6215032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6216579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6216601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6220076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3725 | PA      | $0.06         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6220695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23011 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6226503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3035 | PA      | $0.00         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6229129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44854 | PA      | $0.00         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6234555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $0.00         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6235160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6431 | PA      | $0.00         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6235797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5020 | PA      | $0.05         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6235824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $0.06         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6236427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10363 | PA      | $0.30         | 0.00%             | 2034-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6240143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3654 | PA      | $0.00         | 0.00%             | 2034-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6240208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5830 | PA      | $0.23         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6244041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $0.03         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6245007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                     | Medline Borrower LP                                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  13790000 | PA      | $13404740.50  | 0.72%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6255542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $0.00         | 0.00%             | 2034-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6255909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $0.00         | 0.00%             | 2034-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6255997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1357 | PA      | $0.00         | 0.00%             | 2034-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6256740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $0.04         | 0.00%             | 2034-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6262497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8184 | PA      | $0.00         | 0.00%             | 2034-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6265155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6047 | PA      | $0.28         | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6270473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3312 | PA      | $0.02         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6276763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2289 | PA      | $0.12         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6276874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $0.18         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6277246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $0.02         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6279862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16989 | PA      | $0.00         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6280869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4517 | PA      | $0.00         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                     | Mutual of Omaha Cos. Global Funding                                                               | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6774274.06   | 0.37%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6284870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4590 | PA      | $0.51         | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6286798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3737 | PA      | $0.15         | 0.00%             | 2034-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6290969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $0.02         | 0.00%             | 2034-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6304502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9016 | PA      | $0.67         | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6304870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15082 | PA      | $0.00         | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6306494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $0.00         | 0.00%             | 2034-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6308429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $0.00         | 0.00%             | 2034-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6308976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $0.00         | 0.00%             | 2034-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6314524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $0.00         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6314730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3074 | PA      | $0.19         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6315256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $0.11         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6319933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14196 | PA      | $0.32         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6320178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3234 | PA      | $0.00         | 0.00%             | 2034-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6321758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4486 | PA      | $0.40         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNC Holdings, Inc.                                                      | GNC Holdings, Inc., Second Lien, CME Term Loan                                                    | CUSIP: 36260UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1833658 | PA      | $1427961.03   | 0.08%             | 2026-10-07      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6352903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2446 | PA      | $0.00         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6353710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4027 | PA      | $0.50         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6355005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11762 | PA      | $0.00         | 0.00%             | 2034-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6362699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42087 | PA      | $0.65         | 0.00%             | 2034-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6364953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $0.00         | 0.00%             | 2034-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6369186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $0.00         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6373846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4529 | PA      | $0.04         | 0.00%             | 2034-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellation Renewables LLC                                            | Constellation Renewables LLC, First Lien, CME Term Loan                                           | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001565.00   | 0.05%             | 2027-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6378691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5925 | PA      | $0.00         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6385666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $0.00         | 0.00%             | 2034-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6385845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $0.02         | 0.00%             | 2034-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NatWest Group plc                                                       | NatWest Group plc                                                                                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6975789.59   | 0.38%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                     | NatWest Markets plc                                                                               | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3360000 | PA      | $3322984.12   | 0.18%             | 2030-11-06      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6390840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3830 | PA      | $0.00         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6394386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $0.01         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6401953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $0.00         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6401970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $0.29         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6403479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3187 | PA      | $0.17         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6404445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $0.03         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6405166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19913 | PA      | $0.00         | 0.00%             | 2034-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neptune Bidco US, Inc.                                                  | Neptune Bidco US, Inc.                                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106279.90    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6407824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $0.00         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6408523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5951 | PA      | $0.48         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6411150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2180 | PA      | $0.01         | 0.00%             | 2034-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 43 Ltd.                              | Neuberger Berman Loan Advisers CLO 43 Ltd., Series 2021-43A, Class AR                             | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600438.58    | 0.03%             | 2036-07-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                              | Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class AR2                            | CUSIP: 64134VAY2<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |    355000 | PA      | $354623.80    | 0.02%             | 2036-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 51 Ltd.                              | Neuberger Berman Loan Advisers CLO 51 Ltd., Series 2022-51A, Class AR2                            | CUSIP: 64135BAW9<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   9500000 | PA      | $9480341.30   | 0.51%             | 2036-10-23      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6414098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3987 | PA      | $0.00         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6414405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $0.00         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6420149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12660 | PA      | $0.47         | 0.00%             | 2034-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6423702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19695 | PA      | $0.01         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6426793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $0.00         | 0.00%             | 2034-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6427509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4726 | PA      | $0.30         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6428407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7388 | PA      | $0.00         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6429640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5813 | PA      | $0.07         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13870000 | PA      | $11761760.00  | 0.63%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6439293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7365 | PA      | $0.04         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6439475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $0.00         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6441111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $0.14         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6443707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35282 | PA      | $0.00         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6447640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $0.08         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6447919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6448059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5140 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6448205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7623 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6448382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6448554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6452451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3082 | PA      | $0.66         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6462554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7251 | PA      | $0.00         | 0.00%             | 2034-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6463889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16330 | PA      | $0.26         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6464362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4169 | PA      | $0.00         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6468636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10598 | PA      | $0.00         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6477840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3007 | PA      | $0.00         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6478752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $0.03         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6479843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $0.20         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6482925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4228 | PA      | $0.00         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6483587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6888 | PA      | $0.71         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6484618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4048 | PA      | $0.20         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6485200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6526 | PA      | $0.00         | 0.00%             | 2034-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6485862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13536 | PA      | $0.14         | 0.00%             | 2034-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6486219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $0.00         | 0.00%             | 2034-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6487587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $0.00         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6487981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $0.00         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Playtika Holding Corp.                                                  | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    720008 | PA      | $694184.89    | 0.04%             | 2028-03-13      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6492212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11554 | PA      | $0.40         | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6492780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14698 | PA      | $0.04         | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6494041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $0.00         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6494237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1303 | PA      | $0.00         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New York Mortgage Trust                                                 | New York Mortgage Trust, Series 2005-3, Class M1                                                  | CUSIP: 649603AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14919 | PA      | $14798.77     | 0.00%             | 2036-02-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6496902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6581 | PA      | $0.30         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6499048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6099 | PA      | $0.00         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6499996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $0.00         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6500866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4974 | PA      | $0.20         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6504715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2724 | PA      | $0.00         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6505793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $0.00         | 0.00%             | 2034-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6506509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.01         | 0.00%             | 2034-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                  | First Brands Group LLC, First Lien, 2021 CME Term Loan                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77083 | PA      | $179.60       | 0.00%             | 2027-03-30      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                  | First Brands Group LLC, Second Lien, 2021 CME Term Loan                                           | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    622361 | PA      | $840.19       | 0.00%             | 2028-03-30      | Variable      | 14.28%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6510179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24604 | PA      | $0.03         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6511415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $0.07         | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6512222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $0.00         | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6514021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $0.42         | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6514949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6188 | PA      | $0.00         | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6516725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $0.00         | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6519286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $0.06         | 0.00%             | 2034-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6521243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $0.33         | 0.00%             | 2034-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6525021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4816 | PA      | $0.25         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6525421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $0.00         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6526070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $0.00         | 0.00%             | 2034-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6526493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $0.03         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6526542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7928 | PA      | $13.81        | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6527010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $0.08         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6529506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $0.02         | 0.00%             | 2034-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                   | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1582442.60   | 0.09%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6535332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2055 | PA      | $0.00         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6537839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900 | PA      | $0.00         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6540169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Federal Republic of Nigeria                                             | Nigeria Government Bond                                                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    860000 | PA      | $920062.45    | 0.05%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6545807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6546312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7082 | PA      | $0.41         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6546599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                     | Nissan Auto Receivables Owner Trust, Series 2023-A, Class A3                                      | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2741528 | PA      | $2747402.16   | 0.15%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6548112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $0.06         | 0.00%             | 2034-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6550814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4948 | PA      | $0.00         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6554172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $0.00         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6556061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $0.00         | 0.00%             | 2034-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6566878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $0.03         | 0.00%             | 2034-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6567114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1756 | PA      | $0.06         | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6567237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18447 | PA      | $0.69         | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6567779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5256 | PA      | $0.00         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6571593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12852 | PA      | $0.00         | 0.00%             | 2034-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6574116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $0.02         | 0.00%             | 2034-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6577574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $0.00         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6581222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $0.04         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6582526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $0.00         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6584354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3634 | PA      | $0.78         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6585824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $0.00         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6587169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6563 | PA      | $0.40         | 0.00%             | 2034-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6587383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $0.01         | 0.00%             | 2034-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6587941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       751 | PA      | $0.00         | 0.00%             | 2034-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6590442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10462 | PA      | $0.00         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6591293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3441 | PA      | $0.05         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6594291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6540 | PA      | $0.00         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6598899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6856 | PA      | $0.33         | 0.00%             | 2034-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6602728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $0.00         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6602960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $0.00         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6604310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       799 | PA      | $0.00         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6604448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $0.00         | 0.00%             | 2034-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6604504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $0.00         | 0.00%             | 2034-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6607977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $0.07         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6608828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43918 | PA      | $0.32         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6609650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3296 | PA      | $0.00         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6609985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $0.00         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6611828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $0.07         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6614501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $0.00         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6614956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3077 | PA      | $0.11         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6617184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $0.05         | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6619927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $0.07         | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6620227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26251 | PA      | $0.00         | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6620476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18146 | PA      | $0.02         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6621448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14813 | PA      | $0.00         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6624765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7023 | PA      | $0.00         | 0.00%             | 2034-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6624855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $0.03         | 0.00%             | 2034-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6624896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9039 | PA      | $0.00         | 0.00%             | 2034-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6626390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10527 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6628718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5279 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6630658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6631472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6632572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4959 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6634481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3060 | PA      | $0.00         | 0.00%             | 2034-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6639552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $0.00         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6641178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3481 | PA      | $0.00         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6643579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7884 | PA      | $0.00         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6643893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $0.37         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6644138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $0.04         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6645397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $0.00         | 0.00%             | 2034-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6646778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1436 | PA      | $0.00         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6647657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $0.36         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6649272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $0.00         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6649665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $0.00         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6653616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $0.40         | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6669152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25018 | PA      | $0.73         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6671137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3947 | PA      | $0.00         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6672511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $0.00         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6674450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18581 | PA      | $0.00         | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6676382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $0.19         | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Northwestern Mutual Global Funding                                      | Northwestern Mutual Global Funding                                                                | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5051348.05   | 0.27%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6681781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6908 | PA      | $0.00         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Northwoods Capital 25 Ltd.                                              | Northwoods Capital 25 Ltd., Series 2021-25A, Class AR                                             | CUSIP: 668468AL5<br>LEI: 254900UXEMW3RG9T8D39 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999019.37   | 0.11%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6685517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $0.00         | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6686240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $0.04         | 0.00%             | 2034-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6688197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5403 | PA      | $0.05         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6690132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $0.01         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6691756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5992 | PA      | $0.10         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6696314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $0.00         | 0.00%             | 2034-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Novartis Capital Corp.                                                  | Novartis Capital Corp.                                                                            | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $4067228.36   | 0.22%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                  | Novartis Capital Corp.                                                                            | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3290977.99   | 0.18%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6701550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $0.00         | 0.00%             | 2034-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6704732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $0.02         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6705288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1013 | PA      | $0.06         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6705352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $0.18         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6706359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $0.00         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6706486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $0.00         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6706540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5175 | PA      | $0.00         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6707571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $0.00         | 0.00%             | 2034-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6708125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $0.00         | 0.00%             | 2034-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6709200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $0.03         | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2018-1, Class A2                                                                | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401955 | PA      | $399079.41    | 0.02%             | 2057-06-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2024-NQM2, Class A1                                                             | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |   1053197 | PA      | $1058259.56   | 0.06%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2024-NQM3, Class A1                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   1236558 | PA      | $1244817.46   | 0.07%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2024-NQM4, Class A1                                                             | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    738846 | PA      | $743698.87    | 0.04%             | 2064-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2024-NQM8, Class A1                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   1886291 | PA      | $1904646.45   | 0.10%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                           | NYC Commercial Mortgage Trust, Series 2025-28L, Class A                                           | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3145000 | PA      | $3138175.35   | 0.17%             | 2038-11-05      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6719031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $0.00         | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6728590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $0.03         | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6729839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18147 | PA      | $0.00         | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6731578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11760 | PA      | $0.04         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6733026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13883 | PA      | $3.24         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6736022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $0.00         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6742781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $0.00         | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2024-NQM1, Class A1                                                             | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |   1209803 | PA      | $1215055.49   | 0.07%             | 2063-11-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2021-J3, Class A4                                                               | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625107 | PA      | $562025.48    | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2023-NQM10, Class A1                                                            | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |   2965866 | PA      | $2985120.76   | 0.16%             | 2063-10-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                        | Medical Solutions Holdings, Inc., First Lien, CME Term Loan                                       | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350104 | PA      | $57987.72     | 0.00%             | 2028-11-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6752687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $0.00         | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6753526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5887 | PA      | $0.00         | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon 56 Ltd.                                                         | Octagon 56 Ltd., Series 2021-1A, Class A                                                          | CUSIP: 67577EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15028579.32  | 0.81%             | 2034-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.                                     | Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1RR                                   | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1395000 | PA      | $1396385.51   | 0.08%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd.                                                         | Octagon 57 Ltd., Series 2021-1A, Class AR                                                         | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4350000 | PA      | $4350000.00   | 0.23%             | 2034-10-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6762066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $0.00         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6762927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $0.10         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6764422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $0.06         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6767251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $0.01         | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6767536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12331 | PA      | $0.76         | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6767980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6752 | PA      | $0.77         | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6769991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9490 | PA      | $0.00         | 0.00%             | 2034-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6771253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4761 | PA      | $0.05         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6776064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32761 | PA      | $0.00         | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6777037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $0.00         | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6777288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18873 | PA      | $0.00         | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6781242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $0.00         | 0.00%             | 2034-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6785072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $0.00         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6785551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $0.00         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6788053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $0.06         | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6796725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13083 | PA      | $0.00         | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6797317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1406 | PA      | $0.03         | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6813242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4341 | PA      | $0.27         | 0.00%             | 2035-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6813899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $0.42         | 0.00%             | 2035-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6815496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23295 | PA      | $3.23         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6816661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8210 | PA      | $0.35         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Omnicom Group, Inc.                                                     | Omnicom Group, Inc.                                                                               | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1676385.51   | 0.09%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6823299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $0.00         | 0.00%             | 2035-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| One Bryant Park Trust                                                   | One Bryant Park Trust, Series 2019-OBP, Class A                                                   | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2422000 | PA      | $2243412.86   | 0.12%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                   | OneMain Finance Corp.                                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2036970.20   | 0.11%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6826936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $0.00         | 0.00%             | 2035-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6827188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $0.00         | 0.00%             | 2035-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Onity Loan Investment Trust                                             | Onity Loan Investment Trust, Series 2025-HB1, Class A                                             | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996207 | PA      | $978313.93    | 0.05%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OLIT                                                                    | OLIT, Series 2025-HB2, Class A                                                                    | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2660178 | PA      | $2601214.51   | 0.14%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6829291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13368 | PA      | $0.00         | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                            | Oracle Corp.                                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1471231.49   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                            | Oracle Corp.                                                                                      | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3942390.32   | 0.21%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                            | Oracle Corp.                                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2162342.65   | 0.12%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6839017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $0.00         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6853678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4528 | PA      | $0.00         | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6854061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $0.00         | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6858854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8486 | PA      | $0.00         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6860713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4164 | PA      | $0.00         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6860765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $0.28         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6864433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2321 | PA      | $0.00         | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6865330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2035-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6867756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $0.07         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6868681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $0.00         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6868707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $0.01         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6871309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $0.00         | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6872268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $0.06         | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6878988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31652 | PA      | $0.00         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6879546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $0.00         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6884806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $0.05         | 0.00%             | 2035-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6885061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13984 | PA      | $0.12         | 0.00%             | 2035-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6886999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $0.00         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6888509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2816 | PA      | $0.00         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6888564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $0.00         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6892716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15393 | PA      | $0.00         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6893064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4746 | PA      | $0.00         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6893482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $0.00         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6894291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $0.02         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6901684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $0.00         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6903390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6892 | PA      | $0.38         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6903487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8552 | PA      | $14.72        | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens Corning                                                           | Owens Corning                                                                                     | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3543601.57   | 0.19%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6912511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13290 | PA      | $1.07         | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6916843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4830 | PA      | $0.05         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6917870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $0.47         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6918684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41388 | PA      | $0.00         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6919873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $0.00         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6920256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9169 | PA      | $0.24         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6920356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $0.03         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6922314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14464 | PA      | $0.00         | 0.00%             | 2035-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                              | PK Alift Loan Funding 7 LP                                                                        | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935640 | PA      | $926857.95    | 0.05%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                | PNC Financial Services Group, Inc. (The)                                                          | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012987.52   | 0.11%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6935560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $0.00         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6936577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $0.00         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PSMC Trust                                                              | PSMC Trust, Series 2021-3, Class A3                                                               | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5625690 | PA      | $5086966.94   | 0.27%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6938046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $0.00         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PRKCM Trust                                                             | PRKCM Trust, Series 2024-AFC1, Class A1                                                           | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982466 | PA      | $989380.42    | 0.05%             | 2059-03-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                | PRET LLC, Series 2026-NPL3, Class A1                                                              | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |   7242950 | PA      | $7192803.00   | 0.39%             | 2056-02-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                             | PRKCM Trust, Series 2024-HOME1, Class A1                                                          | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1238854 | PA      | $1251440.36   | 0.07%             | 2059-05-25      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                          | PMT Loan Trust, Series 2025-J2, Class A11                                                         | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361234 | PA      | $362940.46    | 0.02%             | 2056-08-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                                             | PR RNO Property Owner 1 LLC                                                                       | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $287607.18    | 0.02%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6941280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $0.00         | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6941294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4003 | PA      | $0.00         | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6941545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3472 | PA      | $0.00         | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6942187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2732 | PA      | $0.00         | 0.00%             | 2035-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                            | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4944618.05   | 0.27%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6943108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $0.00         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6944390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510 | PA      | $0.00         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6949328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5721 | PA      | $0.12         | 0.00%             | 2035-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6955514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2666 | PA      | $0.13         | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6955667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $0.00         | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6957595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $0.00         | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6958559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14245 | PA      | $1.15         | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6962075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $0.02         | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6963451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $0.13         | 0.00%             | 2035-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6965159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6724 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6965888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1187 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6966807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14197 | PA      | $0.19         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6967265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21768 | PA      | $0.33         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albaugh LLC                                                             | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    503407 | PA      | $489742.29    | 0.03%             | 2029-04-06      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6969701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6971273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6973530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $0.10         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6977932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $0.01         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6982903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3016 | PA      | $0.22         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6983671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5611 | PA      | $0.13         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6985220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $0.00         | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6985273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $0.00         | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6985777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $0.06         | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6986211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2111 | PA      | $0.00         | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6987677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $0.00         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6989032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $0.00         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6990296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4702 | PA      | $0.29         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6991196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8279 | PA      | $0.18         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Paraguay Government International Bond                                  | Paraguay Government Bond                                                                          | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1540000 | PA      | $1549625.00   | 0.08%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6991595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5054 | PA      | $0.00         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6993196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $0.19         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6996992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26963 | PA      | $1.28         | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                           | K2016470219 South Africa Ltd., Escrow Account, Class D                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     60686 | NS      | $960.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7001929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13810 | PA      | $0.00         | 0.00%             | 2035-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7002426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $0.00         | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7002610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17254 | PA      | $0.39         | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7005506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18115 | PA      | $0.00         | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7008617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $0.12         | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7009259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $0.09         | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7012805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $0.01         | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7019673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $0.00         | 0.00%             | 2035-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7025111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $0.02         | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7025124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1689 | PA      | $0.04         | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7025788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11440 | PA      | $0.00         | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7026048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $0.00         | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7027254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $0.15         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7027442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $0.00         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7027686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $0.03         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7028576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $0.00         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7028614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $0.02         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7032162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $0.00         | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7039769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3895 | PA      | $0.20         | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7040905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22019 | PA      | $0.59         | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7047140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2597 | PA      | $0.00         | 0.00%             | 2035-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7050136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $0.07         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7050581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8131 | PA      | $0.00         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7055970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $0.14         | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7056063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $0.36         | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7064997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2134 | PA      | $0.00         | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7065185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $0.02         | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7066194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28131 | PA      | $1.80         | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7068868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $0.00         | 0.00%             | 2035-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7069196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $0.04         | 0.00%             | 2035-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7071249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7885 | PA      | $0.00         | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7075884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $0.19         | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7078893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13551 | PA      | $0.00         | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7085122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2518 | PA      | $0.00         | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7088413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $0.02         | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7092138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $0.09         | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7093323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1093 | PA      | $0.01         | 0.00%             | 2035-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                         | Penske Truck Leasing Co. LP / PTL Finance Corp.                                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4070218.32   | 0.22%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7097479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9363 | PA      | $0.04         | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7101561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27006 | PA      | $0.00         | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7113376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $0.00         | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7118185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4678 | PA      | $0.21         | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7121348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $0.00         | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7124204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $0.02         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7124599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38369 | PA      | $0.83         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7128660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $0.11         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7135686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $0.01         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7135696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $0.00         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7135706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $0.00         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7141603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $0.00         | 0.00%             | 2035-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7147299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12972 | PA      | $0.00         | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7153341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6870 | PA      | $0.65         | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7154213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $0.00         | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Peru                                                        | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1960000 | PA      | $1806042.00   | 0.10%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7161885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6709 | PA      | $0.13         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7162414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $0.00         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7163945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3045 | PA      | $0.17         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7164732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $0.11         | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petronas Capital Ltd.                                                   | Petronas Capital Ltd.                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1510000 | PA      | $1546742.51   | 0.08%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7172761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5904 | PA      | $0.00         | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7173037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3983 | PA      | $0.11         | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Philadelphia Authority for Industrial Development                       | Philadelphia Authority for Industrial Development, Series 2004                                    | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    260000 | PA      | $273714.51    | 0.01%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                     | Redevelopment Authority of the City of Philadelphia, Series 2026 A                                | CUSIP: 717868KK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $169128.97    | 0.01%             | 2030-11-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7180248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12879 | PA      | $0.00         | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Philip Morris International, Inc.                                       | Philip Morris International, Inc.                                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7776229.23   | 0.42%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                             | Philippines Government Bond                                                                       | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1270000 | PA      | $1496868.30   | 0.08%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7185609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798 | PA      | $0.00         | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7187139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $0.21         | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7188015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2620 | PA      | $0.00         | 0.00%             | 2035-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7192505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $0.04         | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7196193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $0.00         | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7197712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $0.07         | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7199286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19004 | PA      | $0.00         | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7203363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8775 | PA      | $0.00         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7205388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $0.11         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7210899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25899 | PA      | $0.40         | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7219666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3640 | PA      | $0.00         | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7220564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $0.00         | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7220676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $0.02         | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7222126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10174 | PA      | $0.00         | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7222571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $0.00         | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7229617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4248 | PA      | $0.00         | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7231172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $0.00         | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7238134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $0.00         | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7240071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $0.00         | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WMB Holdings, Inc.                                                      | WMB Holdings, Inc., First Lien, USD CME Term Loan, B                                              | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    947781 | PA      | $951041.04    | 0.05%             | 2029-11-05      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7242591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $0.00         | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7249019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11562 | PA      | $1.19         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7251914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $0.09         | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC, First Lien, New CME Term Loan, B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    129058 | PA      | $129368.01    | 0.01%             | 2028-08-21      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| PK ALIFT Loan Funding 8 LP                                              | PK ALIFT Loan Funding 8 LP                                                                        | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1343736.28   | 0.07%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7262080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56215 | PA      | $0.00         | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7267389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $0.00         | 0.00%             | 2035-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7269980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4307 | PA      | $11.95        | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7275203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4292 | PA      | $1.51         | 0.00%             | 2035-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7277957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $0.00         | 0.00%             | 2035-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7288280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3733 | PA      | $0.00         | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7289262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4382 | PA      | $0.00         | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7296575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5158 | PA      | $3.39         | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7303557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $0.44         | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7305713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $0.53         | 0.00%             | 2035-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7306657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12522 | PA      | $8.50         | 0.00%             | 2035-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7309149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11133 | PA      | $412.91       | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7313394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6942 | PA      | $2.18         | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7314028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12817 | PA      | $5.56         | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7316316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7722 | PA      | $2.92         | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7327011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4808 | PA      | $0.82         | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7332055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $146.70       | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7333444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3031 | PA      | $4.76         | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7334250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $0.57         | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7335968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7165 | PA      | $2.55         | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7336967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4561 | PA      | $1.88         | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7340626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $2.46         | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7340672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21574 | PA      | $0.00         | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7347201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $0.91         | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7347685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $8.75         | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7348507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $1.27         | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7351639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3152 | PA      | $4.92         | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7351847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5842 | PA      | $3.04         | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7353412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $0.04         | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7353529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $0.26         | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7353683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $0.55         | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7360226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13891 | PA      | $20.32        | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7361057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $3.17         | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7366336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4998 | PA      | $4.17         | 0.00%             | 2035-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7367489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $1.03         | 0.00%             | 2035-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7370441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9362 | PA      | $7.84         | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7370806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $0.15         | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7371639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2271 | PA      | $62.47        | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7372112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4946 | PA      | $1.98         | 0.00%             | 2035-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7372906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11654 | PA      | $6.02         | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7373979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $0.37         | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7378054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $48.87        | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7378207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9549 | PA      | $3.21         | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7380824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $0.33         | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7382858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $8.75         | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7384366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $1.59         | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7385423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $1.46         | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7389557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $0.39         | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7390664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10504 | PA      | $6.49         | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7395779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12121 | PA      | $3.15         | 0.00%             | 2035-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7396701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3637 | PA      | $7.50         | 0.00%             | 2035-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delek US Holdings, Inc.                                                 | Delek US Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |    496154 | PA      | $497433.92    | 0.03%             | 2029-11-19      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7403168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7909 | PA      | $10.67        | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7406047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $1.56         | 0.00%             | 2035-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7408049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1733 | PA      | $1.57         | 0.00%             | 2035-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7408322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8489 | PA      | $4.37         | 0.00%             | 2035-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7410978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $0.56         | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Principal Life Global Funding II                                        | Principal Life Global Funding II                                                                  | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005684.02   | 0.11%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                  | Prologis Targeted US Logistics Fund LP                                                            | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1835656.15   | 0.10%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7436351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9358 | PA      | $5.08         | 0.00%             | 2035-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Providence St Joseph Health Obligated Group                             | Providence St. Joseph Health Obligated Group, Series H                                            | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14901.09     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7439758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5557 | PA      | $2.90         | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7441240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3314 | PA      | $3.73         | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7442087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $0.30         | 0.00%             | 2035-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7442292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $0.67         | 0.00%             | 2035-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7442460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $0.59         | 0.00%             | 2035-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pertamina Hulu Energi PT                                                | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |   1120000 | PA      | $1132453.50   | 0.06%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                | PRPM LLC, Series 2026-1, Class A1                                                                 | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2738641 | PA      | $2714956.54   | 0.15%             | 2031-02-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7447150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3715 | PA      | $6.82         | 0.00%             | 2035-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7450900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $19.96        | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7461437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $2.68         | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7461507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21883 | PA      | $48.85        | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7462684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $2.58         | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7463744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2237 | PA      | $6.28         | 0.00%             | 2035-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7466589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7091 | PA      | $13.33        | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7466750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4423 | PA      | $5.57         | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7469860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5369 | PA      | $6.12         | 0.00%             | 2035-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7472610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11394 | PA      | $679.13       | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7474077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $1.05         | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7478441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1.42         | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7478694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5259 | PA      | $171.96       | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7481878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2953 | PA      | $3.52         | 0.00%             | 2035-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7483153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $8.22         | 0.00%             | 2035-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quest Diagnostics, Inc.                                                 | Quest Diagnostics, Inc.                                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4147366.04   | 0.22%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7484169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9733 | PA      | $60.62        | 0.00%             | 2035-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7484605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3161 | PA      | $4.16         | 0.00%             | 2035-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7485016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $24.52        | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7487387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3973 | PA      | $12.48        | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7490950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4533 | PA      | $7.27         | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                             | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1182071.52   | 0.06%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RR 14 Ltd.                                                              | RR 14 Ltd., Series 2021-14A, Class A1                                                             | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |  23418000 | PA      | $23455228.55  | 1.27%             | 2036-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7506333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $0.80         | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                       | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3370806.40   | 0.18%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                             | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    213720 | PA      | $207932.77    | 0.01%             | 2030-02-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7530073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3686 | PA      | $5.38         | 0.00%             | 2035-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7530940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $1.88         | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7531240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $0.66         | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7535771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $20.68        | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7541816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $7.67         | 0.00%             | 2035-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC, First Lien, New CME Term Loan, B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     42421 | PA      | $42487.85     | 0.00%             | 2028-08-21      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7548813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6364 | PA      | $15.07        | 0.00%             | 2035-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7554908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $16.56        | 0.00%             | 2035-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7555230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $0.32         | 0.00%             | 2035-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7556670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $2.89         | 0.00%             | 2035-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7564905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $2.84         | 0.00%             | 2035-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7566244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $0.59         | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7566782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6213 | PA      | $20.79        | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7568291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $0.57         | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7571635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7183 | PA      | $3.62         | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7572492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5502 | PA      | $18.79        | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7575416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $5.66         | 0.00%             | 2035-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7578838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5514 | PA      | $775.81       | 0.00%             | 2035-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7583811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $7.84         | 0.00%             | 2035-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7585646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2998 | PA      | $3.09         | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7586174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $7.00         | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7593321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3989 | PA      | $4.37         | 0.00%             | 2035-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7593404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $69.44        | 0.00%             | 2035-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7596132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15381 | PA      | $16.31        | 0.00%             | 2035-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7600963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4304 | PA      | $4.60         | 0.00%             | 2035-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7602291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26123 | PA      | $35.09        | 0.00%             | 2035-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7605951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $8.83         | 0.00%             | 2035-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oriental Republic of Uruguay                                            | Uruguay Government Bond                                                                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1940000 | PA      | $1946499.00   | 0.11%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAAC Trust                                                              | RAAC Trust, Series 2004-SP1, Class AII                                                            | CUSIP: 7609855V9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43487 | PA      | $43447.06     | 0.00%             | 2034-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7611808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3871 | PA      | $7.83         | 0.00%             | 2035-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7612178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $6.37         | 0.00%             | 2035-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7616218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $1.02         | 0.00%             | 2035-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7618103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $7.85         | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7618459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6239 | PA      | $16.92        | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7618821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $1.42         | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7620736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $5.71         | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                                      | RGA Global Funding                                                                                | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2149072.21   | 0.12%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7623486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       862 | PA      | $3.66         | 0.00%             | 2035-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7630437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $12.97        | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7631309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $65.47        | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7631341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4005 | PA      | $9.88         | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7633336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27598 | PA      | $92.85        | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7643773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4718 | PA      | $15.76        | 0.00%             | 2035-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7647640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $13.52        | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7648074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $18.55        | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7649087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9266 | PA      | $18.33        | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7652433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33294 | PA      | $81.01        | 0.00%             | 2035-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7656279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14676 | PA      | $3216.41      | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7656835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $792.36       | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7657031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $1.73         | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7668700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $6.08         | 0.00%             | 2035-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7672063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $1.75         | 0.00%             | 2035-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7673560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $14.43        | 0.00%             | 2035-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7673962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2037 | PA      | $496.60       | 0.00%             | 2035-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7678020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $9.40         | 0.00%             | 2035-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7679932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19659 | PA      | $50.40        | 0.00%             | 2035-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7680242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16681 | PA      | $35.18        | 0.00%             | 2035-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                          | Rivers Enterprise Borrower LLC                                                                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2656319.67   | 0.14%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7689723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4931 | PA      | $9.13         | 0.00%             | 2035-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7690365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12368 | PA      | $42.49        | 0.00%             | 2035-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7703931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1959 | PA      | $6.00         | 0.00%             | 2035-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7705636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $3.52         | 0.00%             | 2035-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7707263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11690 | PA      | $28.05        | 0.00%             | 2035-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                       | EMRLD Borrower LP, First Lien, Initial CME Term Loan, B                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    363023 | PA      | $363888.35    | 0.02%             | 2030-05-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7721658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7766 | PA      | $20.83        | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7723857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $14.53        | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7725971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3081 | PA      | $9.58         | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7726791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $9.69         | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7726860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $7.88         | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7730750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32835 | PA      | $166.97       | 0.00%             | 2035-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7736276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $5.07         | 0.00%             | 2035-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7741295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $9.31         | 0.00%             | 2035-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7743177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10923 | PA      | $33.32        | 0.00%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7745686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1881 | PA      | $16.94        | 0.00%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7750529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $14.44        | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7752431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1018 | PA      | $307.92       | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7758233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $88.75        | 0.00%             | 2035-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7759395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $11.62        | 0.00%             | 2035-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7767426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $4.82         | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7771118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11006 | PA      | $38.06        | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7771470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $161.68       | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7777130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6864 | PA      | $14.60        | 0.00%             | 2035-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7778609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6564 | PA      | $46.90        | 0.00%             | 2035-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7782728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7422 | PA      | $1624.51      | 0.00%             | 2035-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7786619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4392 | PA      | $10.26        | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7787720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $2.30         | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7789785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $11.37        | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7799914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13481 | PA      | $61.89        | 0.00%             | 2035-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7800202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10005 | PA      | $32.99        | 0.00%             | 2035-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7801213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $10.34        | 0.00%             | 2035-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royal Bank of Canada                                                    | Royal Bank of Canada                                                                              | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $6494118.74   | 0.35%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7804801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17812 | PA      | $55.67        | 0.00%             | 2035-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7805105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3618 | PA      | $25.31        | 0.00%             | 2035-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7806254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $175.31       | 0.00%             | 2035-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                                      | Royalty Pharma plc                                                                                | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1977493.26   | 0.11%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7811277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $3.95         | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7811989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $1.97         | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7812032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $6.58         | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7816657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $8.59         | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7825597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $16.44        | 0.00%             | 2035-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7826584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $21.89        | 0.00%             | 2035-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7838689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12720 | PA      | $3921.59      | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7839709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $3.74         | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SLM Corp.                                                               | SLM Corp.                                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010216.00   | 0.05%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                       | SMBC Aviation Capital Finance DAC                                                                 | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   7500000 | PA      | $7563561.00   | 0.41%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                             | SV RNO Property Owner 1 LLC                                                                       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $358356.52    | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                            | Sabey Data Center Issuer LLC, Series 2026-1, Class A2                                             | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3612000 | PA      | $3585727.40   | 0.19%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7853646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $297.16       | 0.00%             | 2035-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7856900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2525 | PA      | $21.07        | 0.00%             | 2035-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7863894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3495 | PA      | $440.39       | 0.00%             | 2035-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7868430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $30.05        | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7868834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2780 | PA      | $23.04        | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7869279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $2.02         | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7869425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $159.58       | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7873942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $5.85         | 0.00%             | 2035-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7874931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $20.44        | 0.00%             | 2035-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7875074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $25.45        | 0.00%             | 2035-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7876689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4269 | PA      | $48.16        | 0.00%             | 2035-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7882477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $23.28        | 0.00%             | 2035-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7884810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $6.06         | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7889784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $21.45        | 0.00%             | 2035-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7891927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $4.31         | 0.00%             | 2035-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7898972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4676 | PA      | $1963.74      | 0.00%             | 2035-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7899837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $36.76        | 0.00%             | 2035-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7899916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $536.33       | 0.00%             | 2035-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7901578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $100.02       | 0.00%             | 2035-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7912392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $63.68        | 0.00%             | 2035-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7914492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $6.37         | 0.00%             | 2035-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7915836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $31.67        | 0.00%             | 2035-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7918484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4063 | PA      | $20.74        | 0.00%             | 2035-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7919249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $305.17       | 0.00%             | 2035-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7919391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $62.79        | 0.00%             | 2035-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7924093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5410 | PA      | $1997.82      | 0.00%             | 2035-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7928332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $5.64         | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7929817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $8.25         | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7931938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $7.24         | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7936014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17355 | PA      | $182.73       | 0.00%             | 2035-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7936898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $4.43         | 0.00%             | 2035-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7938565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $160.94       | 0.00%             | 2035-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7942328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2917 | PA      | $17.43        | 0.00%             | 2035-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7942380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $566.71       | 0.00%             | 2035-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7942994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $3.60         | 0.00%             | 2035-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7943096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6986 | PA      | $746.32       | 0.00%             | 2035-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7944011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $192.33       | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7944951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $8.13         | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7945338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4996 | PA      | $817.77       | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Salesforce, Inc.                                                        | Salesforce, Inc.                                                                                  | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2377786.40   | 0.13%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7946958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4192 | PA      | $44.06        | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7947625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $14.28        | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7950492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4103 | PA      | $39.44        | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7951311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $3.81         | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7951324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $3.71         | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7951448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2679 | PA      | $41.07        | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7951787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $3.77         | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7951847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21879 | PA      | $7487.39      | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7952600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5840 | PA      | $69.34        | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7955770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11019 | PA      | $159.92       | 0.00%             | 2036-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7957118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $418.48       | 0.00%             | 2036-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7957265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $86.53        | 0.00%             | 2036-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7970899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8001 | PA      | $93.00        | 0.00%             | 2036-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7971048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $222.13       | 0.00%             | 2036-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7971074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4437 | PA      | $621.23       | 0.00%             | 2036-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7971514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3454 | PA      | $39.34        | 0.00%             | 2036-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7980290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18424 | PA      | $238.28       | 0.00%             | 2036-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7981527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $30.98        | 0.00%             | 2036-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7981977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $40.09        | 0.00%             | 2036-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7983412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1117 | PA      | $8.52         | 0.00%             | 2036-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7984094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $106.63       | 0.00%             | 2036-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7984186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1037 | PA      | $158.47       | 0.00%             | 2036-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7984217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $210.10       | 0.00%             | 2036-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7985368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2239 | PA      | $299.73       | 0.00%             | 2036-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7987273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $28.05        | 0.00%             | 2036-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7987790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $270.85       | 0.00%             | 2036-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7987855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $12.13        | 0.00%             | 2036-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7991684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3015 | PA      | $23.47        | 0.00%             | 2036-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7993734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $4.79         | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mesquite Energy, Inc.                                                   | Mesquite Energy, Inc., Escrow Account                                                             | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $9595.00      | 0.00%             | 2021-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                        | Sands China Ltd.                                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   3400000 | PA      | $3337897.30   | 0.18%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8000882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14351 | PA      | $169.68       | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8004901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $20.65        | 0.00%             | 2036-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8004961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12843 | PA      | $90.45        | 0.00%             | 2036-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8007977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $18.59        | 0.00%             | 2036-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8009940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160 | PA      | $562.60       | 0.00%             | 2036-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8013310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38986 | PA      | $842.08       | 0.00%             | 2036-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8014750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3086 | PA      | $21.19        | 0.00%             | 2036-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8016211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $15.54        | 0.00%             | 2036-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8016338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $31.88        | 0.00%             | 2036-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                         | Santander UK Group Holdings plc                                                                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5900000 | PA      | $5878342.63   | 0.32%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                            | Santander Holdings USA, Inc.                                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8118845.76   | 0.44%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8029246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25021 | PA      | $348.35       | 0.00%             | 2036-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8046718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $35.14        | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8048248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10638 | PA      | $1520.34      | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8049787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $1.00         | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8053068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $6.21         | 0.00%             | 2036-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8058200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $5.60         | 0.00%             | 2036-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8060490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $22.59        | 0.00%             | 2036-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8063150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30449 | PA      | $3063.51      | 0.00%             | 2036-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8073414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7891 | PA      | $105.44       | 0.00%             | 2036-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8076658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $33.06        | 0.00%             | 2036-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8084848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $5.59         | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8084982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2214 | PA      | $36.28        | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8087504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $15.69        | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8093270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3442 | PA      | $1988.63      | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8099047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4041 | PA      | $36.61        | 0.00%             | 2036-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8100556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $10.60        | 0.00%             | 2036-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8107578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $128.38       | 0.00%             | 2036-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8107707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $7.45         | 0.00%             | 2036-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8112993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $72.15        | 0.00%             | 2036-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8116985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $232.52       | 0.00%             | 2036-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8117025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $167.71       | 0.00%             | 2036-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8117644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $106.85       | 0.00%             | 2036-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8119327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $204.22       | 0.00%             | 2036-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8119812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $209.56       | 0.00%             | 2036-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8130671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67036 | PA      | $4825.09      | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8134991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11676 | PA      | $95.05        | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8136487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $22.00        | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8139109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $243.51       | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8139490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $159.82       | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8143126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8792 | PA      | $4313.03      | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8143539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $133.93       | 0.00%             | 2036-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8146384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10073 | PA      | $196.26       | 0.00%             | 2036-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8157766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $210.09       | 0.00%             | 2036-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8158900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2749 | PA      | $29.21        | 0.00%             | 2036-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8159049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4227 | PA      | $2642.73      | 0.00%             | 2036-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8162106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4653 | PA      | $96.71        | 0.00%             | 2036-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8162740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $1281.78      | 0.00%             | 2036-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WestJet Loyalty LP                                                      | WestJet Loyalty LP, First Lien, Initial CME Term Loan                                             | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    360361 | PA      | $352647.89    | 0.02%             | 2031-02-14      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8166181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $409.98       | 0.00%             | 2036-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8169173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3690 | PA      | $75.30        | 0.00%             | 2036-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8169308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12466 | PA      | $181.83       | 0.00%             | 2036-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8170308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42780 | PA      | $1171.03      | 0.00%             | 2036-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8171784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $6.89         | 0.00%             | 2036-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Serbia International Bond                                               | Serbia Government Bond                                                                            | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1090000 | PA      | $1119758.22   | 0.06%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8185099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $233.25       | 0.00%             | 2036-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8186943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $38.68        | 0.00%             | 2036-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8189328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3413 | PA      | $592.28       | 0.00%             | 2036-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8193280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $29.43        | 0.00%             | 2036-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8193543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $6.18         | 0.00%             | 2036-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8196327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $49.64        | 0.00%             | 2036-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8199561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $435.34       | 0.00%             | 2036-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8202121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $438.21       | 0.00%             | 2036-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8203457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $410.97       | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8204568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $1280.09      | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8205130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $29.10        | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8205366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $20.28        | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8209936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7486 | PA      | $2221.69      | 0.00%             | 2036-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cotiviti, Inc.                                                          | Cotiviti, Inc., First Lien, New CME Term Loan, B                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    337431 | PA      | $310858.06    | 0.02%             | 2031-05-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8212645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $256.92       | 0.00%             | 2036-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8212774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1956 | PA      | $461.36       | 0.00%             | 2036-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8217192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $887.32       | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                   | Shinhan Bank Co. Ltd.                                                                             | CUSIP: 82460CAQ7<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |   6500000 | PA      | $6424912.46   | 0.35%             | 2026-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                 | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    415197 | PA      | $416104.01    | 0.02%             | 2029-03-19      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                        | Skandinaviska Enskilda Banken AB                                                                  | CUSIP: 83051B2B4<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2400000 | PA      | $2376428.21   | 0.13%             | 2031-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                 | Genesee & Wyoming, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    997468 | PA      | $999448.33    | 0.05%             | 2031-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                     | Societe Generale SA                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3900000 | PA      | $3888622.92   | 0.21%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXII Ltd.                                               | Sound Point CLO XXII Ltd., Series 2019-1A, Class ARR                                              | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1006006 | PA      | $1006023.22   | 0.05%             | 2032-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                              | Sound Point CLO XXXII Ltd., Series 2021-4A, Class AR                                              | CUSIP: 83616AAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6650000 | PA      | $6653153.06   | 0.36%             | 2034-10-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                | South Africa Government Bond                                                                      | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1920000 | PA      | $1925173.06   | 0.10%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                 | SS&C Technologies, Inc., First Lien, CME Term Loan, B8                                            | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001245.00   | 0.05%             | 2031-05-09      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                 | South Carolina Public Service Authority, Series 2009 F                                            | CUSIP: 8371477D3<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    625000 | PA      | $644634.31    | 0.03%             | 2030-01-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                          | Core & Main LP, First Lien, CME Term Loan, D                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    314389 | PA      | $315632.62    | 0.02%             | 2028-07-27      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                           | Maximus, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 57779FAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192938 | PA      | $193118.46    | 0.01%             | 2031-05-30      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                          | Southern Co. Gas Capital Corp., Series A                                                          | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1085935.75   | 0.06%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                          | 1011778 BC ULC, First Lien, CME Term Loan, B5                                                     | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1127921 | PA      | $1130385.37   | 0.06%             | 2030-09-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                      | Southern Power Co., Series A                                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1072441.56   | 0.06%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                       | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    102003 | PA      | $102260.43    | 0.01%             | 2031-08-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO LLC                                                  | Southwick Park CLO LLC, Series 2019-4A, Class A1RR                                                | CUSIP: 846031AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2544473 | PA      | $2544513.14   | 0.14%             | 2032-07-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services LLC                                                 | UGI Energy Services LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    358781 | PA      | $361471.39    | 0.02%             | 2030-02-22      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                | Spirit AeroSystems, Inc.                                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4855416.07   | 0.26%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                           | Starwood Property Trust, Inc.                                                                     | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600163.03    | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                      | Poland Government Bond                                                                            | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1880000 | PA      | $1921175.42   | 0.10%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                      | Station Place Securitization Trust, Series 2025-1, Class A                                        | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6868000 | PA      | $6872308.30   | 0.37%             | 2026-07-23      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                      | Station Place Securitization Trust, Series 2025-3, Class A                                        | CUSIP: 85779TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6890000 | PA      | $6920262.26   | 0.37%             | 2026-09-23      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                                      | Station Place Securitization Trust, Series 2025-7, Class A                                        | CUSIP: 85779XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6909000 | PA      | $6947833.42   | 0.37%             | 2026-11-24      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                              | Froneri International Ltd., First Lien, CME Term Loan, B4                                         | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    401524 | PA      | $399177.51    | 0.02%             | 2031-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                    | Alpha Generation LLC, First Lien, Initial CME Term Loan, B                                        | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    997468 | PA      | $998695.24    | 0.05%             | 2031-09-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                      | Energy Transfer LP                                                                                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3898351.78   | 0.21%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                               | Sunoco LP                                                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2066364.00   | 0.11%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                 | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                               | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   1461024 | PA      | $1461054.48   | 0.08%             | 2034-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                            | TCW CLO Ltd., Series 2020-1A, Class A1R3                                                          | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3950000 | PA      | $3953133.69   | 0.21%             | 2034-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                                   | TCI-Flatiron CLO Ltd., Series 2018-1A, Class AR2                                                  | CUSIP: 87232CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5932665 | PA      | $5931933.45   | 0.32%             | 2035-07-29      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                      | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4245159.74   | 0.23%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                 | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAQ1<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603509.22   | 0.09%             | 2031-05-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                  | Citadel Securities Global Holdings LLC, First Lien, 2024 CME Term Loan                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    516082 | PA      | $518589.79    | 0.03%             | 2031-10-31      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                   | Targa Resources Corp.                                                                             | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    935000 | PA      | $916825.59    | 0.05%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                          | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1696000 | PA      | $1695367.56   | 0.09%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                          | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2345000 | PA      | $2355057.71   | 0.13%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                    | Charter Communications Operating LLC, First Lien, CME Term Loan B5                                | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1040872 | PA      | $1041470.94   | 0.06%             | 2031-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                           | Teva Pharmaceutical Finance Netherlands IV BV                                                     | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   2320000 | PA      | $2382614.48   | 0.13%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust                                            | Tesla Electric Vehicle Trust, Series 2023-1, Class A3                                             | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3471709 | PA      | $3495510.60   | 0.19%             | 2028-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                   | Jane Street Group LLC, First Lien, Extended CME Term Loan                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    512322 | PA      | $512065.87    | 0.03%             | 2031-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 159985000 | PA      | $998731.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  24500000 | PA      | $-242892.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  13300000 | PA      | $323777.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5170000 | PA      | $33177.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                     | Thornburg Mortgage Securities Trust, Series 2004-3, Class A                                       | CUSIP: 885220FS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181665 | PA      | $173192.81    | 0.01%             | 2034-09-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC, First Lien, 2024 December New CME Term Loan                                         | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    205826 | PA      | $163231.30    | 0.01%             | 2031-12-31      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                    | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    342566 | PA      | $342137.72    | 0.02%             | 2030-12-02      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                 | Talen Energy Supply LLC, First Lien, 2024-1 Incremental CME Term Loan, B                          | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132848 | PA      | $133499.82    | 0.01%             | 2031-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Cimpress USA, Inc.                                                      | Cimpress USA, Inc., First Lien, 2024-2 Refinancing CME Term Loan, B1                              | CUSIP: N2014AAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    459268 | PA      | $460990.16    | 0.02%             | 2028-05-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                                     | Horizon US Finco LP, First Lien, CME Term Loan, B                                                 | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    441714 | PA      | $411345.75    | 0.02%             | 2031-10-31      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                             | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4185160.85   | 0.23%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                                   | Toorak Mortgage Trust, Series 2025-RRTL1, Class A1                                                | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $913987.98    | 0.05%             | 2040-02-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC        | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $372775.11    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust, Series 2018-4, Class A1                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6004405 | PA      | $5711225.92   | 0.31%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust, Series 2019-1, Class A1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4047355 | PA      | $3941891.15   | 0.21%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust, Series 2024-CES1, Class A1A                                            | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1330767 | PA      | $1334229.87   | 0.07%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust, Series 2025-HE1, Class A1A                                             | CUSIP: 89183LAA3<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |    734570 | PA      | $736748.29    | 0.04%             | 2065-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables Owner Trust, Series 2024-A, Class A3                                      | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4164914 | PA      | $4184400.65   | 0.23%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables Owner Trust, Series 2026-B, Class A3                                      | CUSIP: 89240QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2572000 | PA      | $2569776.25   | 0.14%             | 2030-12-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                       | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    368091 | PA      | $370316.27    | 0.02%             | 2032-01-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                | Great Outdoors Group LLC, First Lien, CME Term Loan, B                                            | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    241596 | PA      | $243438.27    | 0.01%             | 2032-01-23      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                               | Oryx Midstream Services Permian Basin LLC, First Lien, Initial CME Term Loan                      | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    488813 | PA      | $491020.01    | 0.03%             | 2028-10-05      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                           | Transocean International Ltd.                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1050000 | PA      | $1100259.30   | 0.06%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Adeia, Inc.                                                             | Adeia, Inc., First Lien, Initial CME Term Loan, B6                                                | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    929930 | PA      | $932254.76    | 0.05%             | 2028-06-08      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                 | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    273103 | PA      | $273641.47    | 0.01%             | 2032-02-10      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XII Ltd.                                                   | Trinitas CLO XII Ltd., Series 2020-12A, Class A1R2                                                | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   1333242 | PA      | $1333115.15   | 0.07%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                     | Hilcorp Energy I LP, First Lien, Initial CME Term Loan                                            | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    339429 | PA      | $340701.37    | 0.02%             | 2030-02-11      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                  | Truist Financial Corp.                                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7573460.74   | 0.41%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                    | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                      | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2216997 | PA      | $2217340.36   | 0.12%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                         | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352331 | PA      | $354193.15    | 0.02%             | 2030-03-18      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                    | Prime Security Services Borrower LLC, First Lien, 2025 Incremental CME Term Loan, B2              | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    997860 | PA      | $988894.40    | 0.05%             | 2032-03-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MX Holdings US, Inc.                                                    | MX Holdings US, Inc., First Lien, Senior USD CME Term Loan, B                                     | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | DE        |     67504 | PA      | $67926.30     | 0.00%             | 2032-03-17      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                      | APi Group DE, Inc., First Lien, 2021 Incremental CME Term Loan                                    | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    950000 | PA      | $953961.50    | 0.05%             | 2029-01-03      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                       | Knife River Corp., First Lien, CME Term Loan, B                                                   | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56727 | PA      | $57134.87     | 0.00%             | 2032-03-08      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings, Inc.                                                 | DK Crown Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997481 | PA      | $1000249.12   | 0.05%             | 2032-03-04      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | UBS Commercial Mortgage Trust, Series 2019-C16, Class A2                                          | CUSIP: 90276YAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1416954 | PA      | $1386707.80   | 0.07%             | 2052-04-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | UBS Commercial Mortgage Trust, Series 2019-C16, Class A3                                          | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3460000 | PA      | $3386276.40   | 0.18%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                          | US Foods, Inc.                                                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1174536.00   | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                              | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160019 | PA      | $159363.07    | 0.01%             | 2028-04-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                     | Peer Holding III BV, First Lien, CME Term Loan, B5B                                               | CUSIP: N6872NAN6<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    485606 | PA      | $487548.07    | 0.03%             | 2031-07-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                | Energizer Holdings, Inc., First Lien, Initial CME Term Loan                                       | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    997192 | PA      | $1000512.76   | 0.05%             | 2032-03-19      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                   | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    585040 | PA      | $544368.23    | 0.03%             | 2032-04-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                   | United Airlines, Inc.                                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1104287.84   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                   | Mexico Government Bond                                                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    780000 | PA      | $780429.00    | 0.04%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                                     | Paradigm Parent LLC, First Lien, Initial CME Term Loan                                            | CUSIP: 69902BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298500 | PA      | $260535.28    | 0.01%             | 2032-04-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35600000 | PA      | $34814296.96  | 1.88%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52000000 | PA      | $50555747.84  | 2.73%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15309687.52  | 0.83%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35058789.15  | 1.89%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69500000 | PA      | $71241572.01  | 3.84%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91000000 | PA      | $92812891.08  | 5.01%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                | U.S. Treasury Bonds                                                                               | CUSIP: 912833QB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42300000 | PA      | $39895257.27  | 2.15%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                               | Uzbekistan Government Bond                                                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1090000 | PA      | $1158507.63   | 0.06%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                | VCAT LLC, Series 2026-NPL1, Class A1                                                              | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1072874 | PA      | $1068673.94   | 0.06%             | 2056-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                              | VRTX Trust, Series 2025-HQ, Class A                                                               | CUSIP: 91835XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2053000 | PA      | $2032406.97   | 0.11%             | 2042-08-05      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                              | AAdvantage Loyalty IP Ltd., First Lien, 2025 Incremental CME Term Loan                            | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997481 | PA      | $994882.67    | 0.05%             | 2032-05-28      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                | VCAT LLC, Series 2026-NPL2, Class A1                                                              | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3708336 | PA      | $3698738.41   | 0.20%             | 2056-02-25      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                          | Var Energi ASA                                                                                    | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   4000000 | PA      | $4172257.28   | 0.23%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture 41 CLO Ltd.                                                     | Venture 41 CLO Ltd., Series 2021-41A, Class A1RR                                                  | CUSIP: 92326JAW2<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |   7544187 | PA      | $7553519.23   | 0.41%             | 2034-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2047352.00   | 0.11%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2024-2, Class A1                                               | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |    379093 | PA      | $381566.16    | 0.02%             | 2069-02-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2023-6, Class A1                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |    355306 | PA      | $356861.01    | 0.02%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                  | Colossus Acquireco LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    997494 | PA      | $998740.60    | 0.05%             | 2032-07-30      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2023-INV2, Class A1                                            | CUSIP: 92540BAA7<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    553112 | PA      | $553643.82    | 0.03%             | 2068-08-25      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2023-INV3, Class A1                                            | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |   1124502 | PA      | $1134213.07   | 0.06%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2024-INV1, Class A1                                            | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    488762 | PA      | $492582.10    | 0.03%             | 2069-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2024-4, Class A1                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1228960 | PA      | $1242575.97   | 0.07%             | 2069-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2024-3, Class A1                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   1721613 | PA      | $1741034.27   | 0.09%             | 2069-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                | VICI Properties LP / VICI Note Co., Inc.                                                          | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4170843.68   | 0.23%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings, Inc.                                                  | Aggreko Holdings, Inc., First Lien, 2025 Amended USD CME Term Loan                                | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |     60539 | PA      | $60910.12     | 0.00%             | 2031-05-21      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                               | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    846000 | PA      | $845938.73    | 0.05%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth University                                        | Virginia Commonwealth University, Series 2020 B                                                   | CUSIP: 92778RFV4<br>LEI: 54930081U4ULRPR3MK80 | Long             | DBT              | MUN               | US        |    295000 | PA      | $270202.30    | 0.01%             | 2030-11-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                               | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3342224.14   | 0.18%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                               | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1221396.53   | 0.07%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                           | Voya CLO Ltd., Series 2018-2A, Class A2                                                           | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502667.15   | 0.14%             | 2031-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                           | Voya CLO Ltd., Series 2019-3A, Class AR                                                           | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1159707 | PA      | $1159725.60   | 0.06%             | 2032-10-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                     | Cushman & Wakefield US Borrower LLC, First Lien, 2025-2 CME Term Loan                             | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    440700 | PA      | $442903.50    | 0.02%             | 2030-01-31      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                          | Starwood Property Mortgage LLC, First Lien, CME Term Loan, B5                                     | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    246884 | PA      | $248118.80    | 0.01%             | 2030-01-02      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                                       | Greystar Real Estate Partners LLC, First Lien, CME Term Loan, B3                                  | CUSIP: 39806LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $125468.75    | 0.01%             | 2030-08-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                 | AS Mileage Plan IP Ltd., First Lien, Initial CME Term Loan                                        | CUSIP: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292268 | PA      | $292953.53    | 0.02%             | 2031-10-15      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                           | Surgery Center Holdings, Inc., First Lien, 2025 Refinancing CME Term Loan                         | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     31603 | PA      | $31724.01     | 0.00%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                  | Waste Management, Inc.                                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990883.68    | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                               | Deep Blue Operating I LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 24369TAD3<br>LEI: 254900D4FS23P1TU7R69 | Long             | LON              | CORP              | US        |    135243 | PA      | $136087.98    | 0.01%             | 2032-10-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                              | TKO Worldwide Holdings LLC, First Lien, CME Term Loan, B5                                         | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    844966 | PA      | $848194.09    | 0.05%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                         | TransDigm, Inc., First Lien, CME Term Loan, K                                                     | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    827097 | PA      | $829309.35    | 0.04%             | 2030-03-22      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                       | Solstice Advanced Materials, Inc., First Lien, CME Term Loan, B                                   | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    244898 | PA      | $246926.90    | 0.01%             | 2032-10-29      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                    | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan, B1                               | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    933960 | PA      | $923453.00    | 0.05%             | 2032-09-30      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                               | Stonepeak Nile Parent LLC, First Lien, Amendment No. 1 CME Term Loan                              | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    997500 | PA      | $1002023.66   | 0.05%             | 2032-04-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                     | American Axle & Manufacturing, Inc., First Lien, CME Term Loan, C                                 | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    318179 | PA      | $318576.72    | 0.02%             | 2033-02-03      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                       | Wells Fargo & Co.                                                                                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000089.61   | 0.16%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class C                                   | CUSIP: 94989WAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31043 | PA      | $30606.50     | 0.00%             | 2048-11-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                       | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4164328.36   | 0.22%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                       | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2593522.56   | 0.14%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class AS                                  | CUSIP: 95001QAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1676000 | PA      | $1646761.84   | 0.09%             | 2051-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3062805.00   | 0.17%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                  | First Brands Group LLC, First Lien, USD Debtor-In-Possession New Money CME Term Loan              | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185205 | PA      | $45780.82     | 0.00%             | 2026-06-29      | Variable      | 13.66%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                  | First Brands Group LLC, First Lien, Debtor-In-Possession Roll Up CME Term Loan                    | CUSIP: 31935HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    472024 | PA      | $1857.41      | 0.00%             | 2026-06-29      | Variable      | 10.66%                | No            |                  2 | On Loan: No      |
| Crown Equipment Corp.                                                   | Crown Equipment Corp., First Lien, Initial CME Term Loan, B1                                      | CUSIP: 22834HAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    344496 | PA      | $346325.59    | 0.02%             | 2031-10-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                        | CPI Holdco B LLC, First Lien, 2025 Fourth Amendment Incremental CME Term Loan                     | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    346353 | PA      | $346705.98    | 0.02%             | 2031-05-19      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                             | Chobani LLC, First Lien, Closing Date CME Term Loan                                               | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    315473 | PA      | $317613.82    | 0.02%             | 2032-10-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                          | Raising Cane's Restaurants LLC, First Lien, First Amendment New CME Term Loan                     | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |    997500 | PA      | $999684.53    | 0.05%             | 2032-11-03      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                             | QXO Building Products, Inc., First Lien, CME Term Loan, B                                         | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001540.00   | 0.05%             | 2032-04-30      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                   | PG Polaris BidCo SARL, First Lien, Second Amendment Refinancing CME Term Loan                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    174198 | PA      | $175299.71    | 0.01%             | 2031-03-26      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                     | Calpine Construction Finance Co. LP, First Lien, 2025 Refinancing CME Term Loan                   | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    250000 | PA      | $251128.75    | 0.01%             | 2030-07-31      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                  | Aramark Services, Inc., First Lien, U.S. CME Term Loan, B10                                       | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     65509 | PA      | $65898.21     | 0.00%             | 2030-06-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                           | CQP Holdco LP, First Lien, CME Term Loan, B                                                       | CUSIP: 12657QAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000690.00   | 0.05%             | 2032-12-31      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                                          | GBT US III LLC, First Lien, CME Term Loan, B2                                                     | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9900 | PA      | $9817.53      | 0.00%             | 2031-07-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                 | Columbus McKinnon Corp., First Lien, Initial CME Term Loan                                        | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57541 | PA      | $57708.87     | 0.00%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical                                                 | BioMarin Pharmaceutical, Inc., First Lien, CME Term Loan, B                                       | CUSIP: 09075UAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1004065.00   | 0.05%             | 2033-01-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                   | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1021180 | PA      | $1025331.23   | 0.06%             | 2031-02-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                               | First Student Bidco, Inc., First Lien, Initial CME Term Loan, B                                   | CUSIP: 33718FAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    436757 | PA      | $437484.14    | 0.02%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                               | First Student Bidco, Inc., First Lien, Initial CME Term Loan, C                                   | CUSIP: 33718FAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79916 | PA      | $80049.48     | 0.00%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Spin Holdco, Inc.                                                       | Spin Holdco, Inc., First Lien, Initial CME Term Loan                                              | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66335 | PA      | $46932.16     | 0.00%             | 2030-09-04      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc                                                          | TransDigm, Inc., First Lien, CME Term Loan, N                                                     | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209302 | PA      | $209885.26    | 0.01%             | 2033-02-14      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                        | WULF Compute LLC                                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $483740.68    | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                       | Advantage Sales & Marketing, Inc., First Lien, Exchange CME Term Loan                             | CUSIP: 00769EBC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299260 | PA      | $245768.38    | 0.01%             | 2030-04-19      | Variable      | 9.93%                 | No            |                  2 | On Loan: No      |
| VSE Corp.                                                               | VSE Corp., First Lien, CME Term Loan, B                                                           | CUSIP: 92921UAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137237 | PA      | $138037.78    | 0.01%             | 2033-03-17      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                      | Primo Brands Corp., First Lien, 2026 Refinancing CME Term Loan                                    | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    210177 | PA      | $211745.20    | 0.01%             | 2031-03-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                     | Nexstar Media, Inc., First Lien, CME Term Loan, B7                                                | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $350192.50    | 0.02%             | 2033-03-18      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                       | Venture Global Calcasieu Pass LLC, First Lien, Initial CME Term Loan                              | CUSIP: 12867PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    956711 | PA      | $960896.21    | 0.05%             | 2033-04-11      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                  | UGCard, 991803198.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991803773.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991804214.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991805184.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991817978.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991830633.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991841194.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991959965.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                        | NRG Energy, Inc., First Lien, Incremental CME Term Loan, B                                        | CUSIP: 62937NBF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    257310 | PA      | $258564.39    | 0.01%             | 2033-04-15      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Lockton, Inc.                                                           | Lockton, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    900000 | PA      | $903375.00    | 0.05%             | 2033-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                           | K2016470219 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |   1068278 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| K2016470260 South Africa Ltd.                                           | K2016470260 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |    470581 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Provident Funding Associates LLP                                        | Provident Funding Associates LLP, Series 2021-J1, Class A3                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   1211020 | PA      | $1082750.74   | 0.06%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11603796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3502 | PA      | $3647.83      | 0.00%             | 2027-01-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11694428.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $208.20       | 0.00%             | 2026-12-22      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11703116.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2796 | PA      | $2869.34      | 0.00%             | 2027-02-05      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11708423.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7229 | PA      | $7442.01      | 0.00%             | 2026-12-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11737893.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2364.56      | 0.00%             | 2026-12-18      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11741994.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $3230.27      | 0.00%             | 2026-12-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11743712.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5309 | PA      | $5557.86      | 0.00%             | 2027-06-22      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11749683.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1839 | PA      | $1854.33      | 0.00%             | 2027-01-25      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11750409.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6977 | PA      | $5419.96      | 0.00%             | 2027-11-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11751120.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6258 | PA      | $6314.11      | 0.00%             | 2026-12-23      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11752109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4052 | PA      | $617.60       | 0.00%             | 2026-12-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11861145.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4015 | PA      | $4049.69      | 0.00%             | 2027-02-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11877626.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10292 | PA      | $10416.68     | 0.00%             | 2027-04-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11904406.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3696 | PA      | $3730.57      | 0.00%             | 2027-02-19      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11922307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2270 | PA      | $2340.48      | 0.00%             | 2027-02-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11940530.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3751 | PA      | $3793.41      | 0.00%             | 2027-02-20      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11942494.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4278 | PA      | $4394.71      | 0.00%             | 2027-02-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12119826.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12297 | PA      | $12417.06     | 0.00%             | 2027-04-16      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12293217.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $3182.93      | 0.00%             | 2028-01-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12361627.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4957 | PA      | $4998.70      | 0.00%             | 2027-03-07      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12389833.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $2577.22      | 0.00%             | 2027-03-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12408565.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5681 | PA      | $5864.69      | 0.00%             | 2027-03-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12410874.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2017 | PA      | $2021.30      | 0.00%             | 2027-03-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12412441.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8584 | PA      | $8691.03      | 0.00%             | 2027-03-22      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12414817.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1643.34      | 0.00%             | 2026-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13417402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5877 | PA      | $6160.79      | 0.00%             | 2027-08-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13483981.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3549 | PA      | $3652.35      | 0.00%             | 2027-05-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13484916.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6007 | PA      | $1352.46      | 0.00%             | 2027-06-19      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13485109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3681 | PA      | $3847.71      | 0.00%             | 2027-05-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13485148.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7607 | PA      | $7832.75      | 0.00%             | 2027-05-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13485505.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $249.93       | 0.00%             | 2036-05-22      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13521024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4987 | PA      | $5218.17      | 0.00%             | 2027-05-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13529032.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10372 | PA      | $10705.98     | 0.00%             | 2027-05-20      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13542298.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6525 | PA      | $6605.49      | 0.00%             | 2027-05-21      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13574037.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13632 | PA      | $13893.79     | 0.00%             | 2027-05-28      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13623936.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10520 | PA      | $10624.22     | 0.00%             | 2027-06-03      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13628755.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3176 | PA      | $3278.68      | 0.00%             | 2027-05-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13628761.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $257.20       | 0.00%             | 2027-09-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13682302.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2831 | PA      | $2913.34      | 0.00%             | 2027-04-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13705972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3424 | PA      | $3569.71      | 0.00%             | 2027-05-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13724215.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16308 | PA      | $1905.71      | 0.00%             | 2027-05-28      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13744711.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2607.13      | 0.00%             | 2027-04-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13767415.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3375 | PA      | $3434.39      | 0.00%             | 2027-05-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13800465.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3361 | PA      | $3490.21      | 0.00%             | 2027-05-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13836108.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10567 | PA      | $10735.36     | 0.00%             | 2027-05-31      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13849753.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8297 | PA      | $8389.46      | 0.00%             | 2027-05-20      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13899643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13799 | PA      | $13961.81     | 0.00%             | 2027-05-28      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13914635.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3149 | PA      | $3187.59      | 0.00%             | 2027-12-10      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13929153.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3251 | PA      | $3285.23      | 0.00%             | 2027-04-20      | Fixed         | 9.59%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14025039.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3810 | PA      | $3957.53      | 0.00%             | 2027-06-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14041540.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5637 | PA      | $5699.35      | 0.00%             | 2027-05-03      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14057201.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3619 | PA      | $3722.62      | 0.00%             | 2027-06-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14057284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9844 | PA      | $9963.81      | 0.00%             | 2027-04-23      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14057334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $950.26       | 0.00%             | 2026-06-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14066107.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10521 | PA      | $10644.30     | 0.00%             | 2027-06-19      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14087177.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5149 | PA      | $5313.09      | 0.00%             | 2027-05-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14118175.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $210.30       | 0.00%             | 2026-07-19      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14122876.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11648 | PA      | $12152.42     | 0.00%             | 2027-11-20      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14138938.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4501 | PA      | $4553.51      | 0.00%             | 2027-06-17      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14143499.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10758 | PA      | $11024.57     | 0.00%             | 2027-08-07      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14165096.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8714 | PA      | $8847.22      | 0.00%             | 2027-06-06      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14177752.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8974 | PA      | $9107.23      | 0.00%             | 2027-09-18      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14178173.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7189 | PA      | $7307.49      | 0.00%             | 2027-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14181485.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $1602.86      | 0.00%             | 2026-06-17      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14187476.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7858 | PA      | $8031.28      | 0.00%             | 2027-05-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14202174.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3583 | PA      | $3627.27      | 0.00%             | 2027-06-20      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14243912.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3334 | PA      | $3480.97      | 0.00%             | 2027-06-17      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14292674.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5809 | PA      | $6105.22      | 0.00%             | 2027-06-28      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14301553.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4826 | PA      | $4974.45      | 0.00%             | 2027-06-16      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14314279.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2784.77      | 0.00%             | 2027-07-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14324970.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4847 | PA      | $5074.26      | 0.00%             | 2027-06-12      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14329001.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $400.90       | 0.00%             | 2026-06-24      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14329008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6003 | PA      | $6241.60      | 0.00%             | 2026-10-17      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14335800.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5660 | PA      | $2048.11      | 0.00%             | 2027-07-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14548332.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $1942.14      | 0.00%             | 2027-01-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14688354.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8133 | PA      | $8239.10      | 0.00%             | 2027-06-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14688586.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8817 | PA      | $8974.60      | 0.00%             | 2027-07-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14709072.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2390 | PA      | $2398.60      | 0.00%             | 2027-07-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14811744.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10753 | PA      | $10909.56     | 0.00%             | 2027-07-19      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14818480.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6955 | PA      | $6999.91      | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14820629.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $4078.08      | 0.00%             | 2026-08-20      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14840263.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11389 | PA      | $11604.15     | 0.00%             | 2028-06-22      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14843307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3716 | PA      | $3753.90      | 0.00%             | 2027-07-17      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14865961.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9402 | PA      | $9511.20      | 0.00%             | 2027-07-21      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14877061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4716 | PA      | $4775.65      | 0.00%             | 2027-07-22      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14881643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7153 | PA      | $7285.40      | 0.00%             | 2027-07-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14882473.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2294 | PA      | $2301.55      | 0.00%             | 2026-07-17      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14883847.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $2387.84      | 0.00%             | 2027-07-06      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14902078.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7142 | PA      | $7216.46      | 0.00%             | 2027-07-07      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14902830.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12845 | PA      | $13226.19     | 0.00%             | 2027-07-20      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14911217.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8786 | PA      | $8918.59      | 0.00%             | 2027-09-07      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14914496.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       883 | PA      | $883.00       | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14937680.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2289 | PA      | $2300.86      | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14964964.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $1943.36      | 0.00%             | 2026-07-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15037668.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4672 | PA      | $4918.33      | 0.00%             | 2027-09-23      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15045243.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7359 | PA      | $7627.14      | 0.00%             | 2027-08-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15048537.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1912 | PA      | $1952.23      | 0.00%             | 2026-07-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15053109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5907 | PA      | $5989.41      | 0.00%             | 2027-07-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15054747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1631.59      | 0.00%             | 2026-07-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15056862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7095 | PA      | $7408.33      | 0.00%             | 2027-07-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15137192.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5098 | PA      | $5154.09      | 0.00%             | 2027-07-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15234987.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10070 | PA      | $10272.02     | 0.00%             | 2027-08-27      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15299307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9214 | PA      | $9346.71      | 0.00%             | 2027-08-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15327014.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2778 | PA      | $2791.77      | 0.00%             | 2026-08-14      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15398960.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13801 | PA      | $13981.50     | 0.00%             | 2027-08-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15437840.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5773 | PA      | $6008.37      | 0.00%             | 2027-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15449600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2514 | PA      | $2554.77      | 0.00%             | 2027-11-15      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15493477.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $1830.49      | 0.00%             | 2026-08-20      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15544956.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5551 | PA      | $5653.64      | 0.00%             | 2027-08-15      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15556990.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3559 | PA      | $3643.90      | 0.00%             | 2027-07-06      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15584134.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8295 | PA      | $8394.35      | 0.00%             | 2027-08-03      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15585646.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $1098.23      | 0.00%             | 2026-08-14      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15589148.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1630 | PA      | $1640.73      | 0.00%             | 2026-10-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15594246.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11453 | PA      | $11990.47     | 0.00%             | 2027-08-30      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15594751.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2592 | PA      | $2602.50      | 0.00%             | 2026-08-14      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15597460.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9471 | PA      | $9605.62      | 0.00%             | 2027-06-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15601188.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17840 | PA      | $18378.45     | 0.00%             | 2027-08-19      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15602128.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5065 | PA      | $5267.17      | 0.00%             | 2027-08-21      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15602395.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $1037.71      | 0.00%             | 2026-06-24      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15602475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5638 | PA      | $5712.72      | 0.00%             | 2027-08-19      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15638158.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3391 | PA      | $3486.29      | 0.00%             | 2027-08-14      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15653357.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $2898.03      | 0.00%             | 2027-07-04      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15676938.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $811.40       | 0.00%             | 2026-07-06      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15709743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13091 | PA      | $13278.70     | 0.00%             | 2027-08-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15713621.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5367 | PA      | $5423.28      | 0.00%             | 2027-08-06      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15718443.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5929 | PA      | $6075.58      | 0.00%             | 2028-04-30      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15738048.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5629 | PA      | $5800.17      | 0.00%             | 2027-09-20      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15742698.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8504 | PA      | $8911.60      | 0.00%             | 2027-10-20      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15743821.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1371 | PA      | $1409.34      | 0.00%             | 2026-08-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15750146.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1242 | PA      | $1258.83      | 0.00%             | 2026-08-21      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15753390.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4014 | PA      | $4207.96      | 0.00%             | 2027-07-01      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15757316.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10608 | PA      | $11178.57     | 0.00%             | 2027-11-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15757972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       806 | PA      | $809.57       | 0.00%             | 2026-08-21      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15758289.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4358 | PA      | $4573.20      | 0.00%             | 2027-09-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15763149.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4193 | PA      | $4387.13      | 0.00%             | 2027-08-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15811836.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8918 | PA      | $9187.56      | 0.00%             | 2027-08-20      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15869429.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $797.89       | 0.00%             | 2026-07-10      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15871509.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6647 | PA      | $6892.50      | 0.00%             | 2027-08-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16019364.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10761 | PA      | $11135.10     | 0.00%             | 2027-08-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16036383.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $1078.61      | 0.00%             | 2026-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16055829.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $3828.51      | 0.00%             | 2027-08-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16061296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3018 | PA      | $891.51       | 0.00%             | 2027-10-27      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16074588.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5552 | PA      | $5768.78      | 0.00%             | 2027-08-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16078255.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $2030.19      | 0.00%             | 2026-08-26      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16079598.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7134 | PA      | $7329.61      | 0.00%             | 2027-08-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16085008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3732 | PA      | $445.17       | 0.00%             | 2026-07-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16599721.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $1182.24      | 0.00%             | 2027-09-19      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16637870.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $1813.32      | 0.00%             | 2026-09-18      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16640720.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5177 | PA      | $5204.78      | 0.00%             | 2026-09-18      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16652517.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5134 | PA      | $5186.44      | 0.00%             | 2027-09-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16681815.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2607 | PA      | $2620.08      | 0.00%             | 2026-09-16      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16690743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3032 | PA      | $1736.30      | 0.00%             | 2027-08-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16724945.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3326 | PA      | $3324.40      | 0.00%             | 2027-08-03      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16811535.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4785 | PA      | $4864.38      | 0.00%             | 2026-08-03      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16817244.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18518 | PA      | $18853.37     | 0.00%             | 2027-09-14      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16827842.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8370 | PA      | $8461.91      | 0.00%             | 2027-08-03      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16847088.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4541 | PA      | $516.93       | 0.00%             | 2027-09-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16893024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8440 | PA      | $8612.60      | 0.00%             | 2028-01-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16906029.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $3954.57      | 0.00%             | 2027-09-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16947974.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $1883.56      | 0.00%             | 2026-09-06      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17031491.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17101 | PA      | $17328.94     | 0.00%             | 2027-08-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17100593.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $2004.69      | 0.00%             | 2026-09-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17117415.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $2957.83      | 0.00%             | 2026-08-06      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17143594.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $1568.09      | 0.00%             | 2026-09-07      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17193229.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5014 | PA      | $5093.57      | 0.00%             | 2027-09-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17244225.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6623 | PA      | $6698.17      | 0.00%             | 2027-09-09      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17250115.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2369 | PA      | $2396.14      | 0.00%             | 2027-09-09      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17272402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11666 | PA      | $12009.81     | 0.00%             | 2027-08-05      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17433516.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11457 | PA      | $11795.11     | 0.00%             | 2027-12-12      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17439783.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $629.93       | 0.00%             | 2026-09-25      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17450366.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4363 | PA      | $4490.69      | 0.00%             | 2027-09-13      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Dominican Republic                                                      | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    890000 | PA      | $904373.50    | 0.05%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                            | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1520000 | PA      | $1548315.12   | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                  | Egypt Government Bond                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    630000 | PA      | $647726.35    | 0.03%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                  | Montenegro Government Bond                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    830000 | PA      | $928162.99    | 0.05%             | 2029-10-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |   1190000 | PA      | $1152490.24   | 0.06%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                       | Corp. Nacional del Cobre de Chile                                                                 | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    820000 | PA      | $774544.12    | 0.04%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                 | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1510000 | PA      | $1536993.98   | 0.08%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                    | Colombia Government Bond                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $461972.11    | 0.02%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                          | Brazilian Real                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     74691 | OU      | $15083.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of North Macedonia                                             | North Macedonia Government Bond                                                                   | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |    590000 | PA      | $679842.65    | 0.04%             | 2030-01-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                               | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1340670 | PA      | $1358392.97   | 0.07%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                      | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    680000 | PA      | $686494.00    | 0.04%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                 | El Salvador Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    840000 | PA      | $895452.60    | 0.05%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                 | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1680000 | PA      | $1943595.68   | 0.10%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EURO                                                                    | EURO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     68953 | OU      | $80926.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -236 | NC      | $449664.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1708223.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $574.50       | 0.00%             | 2026-09-15      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1718296.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $983.66       | 0.00%             | 2026-09-15      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1718497.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $348.76       | 0.00%             | 2026-09-15      | Fixed         | 32.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1718952.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1197 | PA      | $1180.44      | 0.00%             | 2026-09-15      | Fixed         | 31.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1882891.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $752.42       | 0.00%             | 2027-08-20      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1885177.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $886.37       | 0.00%             | 2026-10-20      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1885184.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2369 | PA      | $2341.50      | 0.00%             | 2026-10-20      | Fixed         | 29.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1885417.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $814.36       | 0.00%             | 2026-10-20      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1886267.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493 | PA      | $1475.05      | 0.00%             | 2026-10-20      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1886674.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $634.16       | 0.00%             | 2026-10-20      | Fixed         | 31.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1887450.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2448 | PA      | $2418.99      | 0.00%             | 2026-10-20      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1887715.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2294 | PA      | $1698.31      | 0.00%             | 2027-03-20      | Fixed         | 13.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1979816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $598.63       | 0.00%             | 2026-11-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2024402.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2570 | PA      | $2539.62      | 0.00%             | 2026-12-06      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2027220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $320.39       | 0.00%             | 2026-11-15      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2034466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $518.08       | 0.00%             | 2026-11-15      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2046704.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $2103.66      | 0.00%             | 2026-11-15      | Fixed         | 9.53%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2047100.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $572.95       | 0.00%             | 2026-11-15      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2047187.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2870 | PA      | $2827.15      | 0.00%             | 2026-11-15      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2047393.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $1557.23      | 0.00%             | 2026-11-15      | Fixed         | 14.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2047594.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $66.57        | 0.00%             | 2026-11-15      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2048610.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $1344.81      | 0.00%             | 2026-11-15      | Fixed         | 31.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2048749.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $497.20       | 0.00%             | 2026-11-15      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2048990.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $968.07       | 0.00%             | 2027-04-15      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2049034.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $971.51       | 0.00%             | 2026-11-15      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2049311.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1958 | PA      | $1921.47      | 0.00%             | 2027-09-15      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2049349.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $323.44       | 0.00%             | 2026-11-15      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2049409.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2234.55      | 0.00%             | 2026-11-15      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2083090.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $113.07       | 0.00%             | 2026-11-22      | Fixed         | 12.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2089645.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1988 | PA      | $1977.86      | 0.00%             | 2026-11-22      | Fixed         | 31.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2094159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1638 | PA      | $1619.20      | 0.00%             | 2026-11-22      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2094660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2244 | PA      | $2219.85      | 0.00%             | 2026-11-24      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2094906.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $63.40        | 0.00%             | 2027-09-22      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2094908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16630 | PA      | $16435.41     | 0.00%             | 2027-04-22      | Fixed         | 29.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2095277.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2857 | PA      | $2825.33      | 0.00%             | 2026-11-22      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2095326.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $811.79       | 0.00%             | 2026-11-22      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2095395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $315.90       | 0.00%             | 2026-11-22      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2096102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $179.27       | 0.00%             | 2026-11-22      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2096279.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $232.56       | 0.00%             | 2026-11-22      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2096292.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1445 | PA      | $1428.23      | 0.00%             | 2026-11-22      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2096342.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $43.20        | 0.00%             | 2026-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2096663.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $1007.01      | 0.00%             | 2026-11-22      | Fixed         | 31.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2242642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1265 | PA      | $1252.88      | 0.00%             | 2026-12-22      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2275119.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4920 | PA      | $4839.01      | 0.00%             | 2026-12-22      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293082.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $487.52       | 0.00%             | 2026-12-21      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293261.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $252.23       | 0.00%             | 2026-12-21      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293501.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $1130.57      | 0.00%             | 2026-12-21      | Fixed         | 7.39%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293617.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $581.82       | 0.00%             | 2026-12-21      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293684.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $700.21       | 0.00%             | 2026-12-21      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293727.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $322.93       | 0.00%             | 2026-12-21      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293764.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5180 | PA      | $3751.09      | 0.00%             | 2027-05-21      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293806.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1489 | PA      | $1475.10      | 0.00%             | 2026-12-21      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2294105.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2608.73      | 0.00%             | 2026-12-21      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2294827.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $766.10       | 0.00%             | 2027-05-21      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2294886.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $360.75       | 0.00%             | 2026-12-21      | Fixed         | 19.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2294924.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $92.72        | 0.00%             | 2027-05-21      | Fixed         | 28.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2295248.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $923.54       | 0.00%             | 2026-12-21      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2295496.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $497.88       | 0.00%             | 2026-12-21      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2295931.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2221.78      | 0.00%             | 2026-12-27      | Fixed         | 5.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296110.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $262.29       | 0.00%             | 2026-12-21      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296458.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4389 | PA      | $1335.58      | 0.00%             | 2027-06-06      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296510.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $3040.64      | 0.00%             | 2027-05-21      | Fixed         | 28.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296544.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $877.21       | 0.00%             | 2026-12-22      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $346.46       | 0.00%             | 2026-12-22      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296819.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $170.38       | 0.00%             | 2026-12-22      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296934.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $1265.72      | 0.00%             | 2026-12-22      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2297392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $28.33        | 0.00%             | 2026-12-22      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2297460.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11878 | PA      | $9696.83      | 0.00%             | 2026-12-22      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2297741.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $936.56       | 0.00%             | 2026-12-22      | Fixed         | 8.43%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2297812.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1604 | PA      | $1584.40      | 0.00%             | 2027-05-22      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3337 | PA      | $3298.39      | 0.00%             | 2026-12-22      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298046.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1943 | PA      | $1919.68      | 0.00%             | 2026-12-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298313.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $2850.32      | 0.00%             | 2026-12-22      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298545.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2989 | PA      | $2956.34      | 0.00%             | 2026-12-22      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298568.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1722.34      | 0.00%             | 2026-12-22      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3180 | PA      | $3150.89      | 0.00%             | 2026-12-22      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2299026.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $339.48       | 0.00%             | 2026-12-25      | Fixed         | 7.03%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2299436.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $853.99       | 0.00%             | 2026-12-22      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2300018.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $1292.46      | 0.00%             | 2026-12-22      | Fixed         | 31.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2300108.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $302.97       | 0.00%             | 2026-12-22      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2300319.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $667.98       | 0.00%             | 2026-12-22      | Fixed         | 9.33%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2300425.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $874.76       | 0.00%             | 2026-12-22      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2422977.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4242 | PA      | $302.13       | 0.00%             | 2027-01-13      | Fixed         | 28.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2423151.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $904.65       | 0.00%             | 2027-01-13      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2423361.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $1217.49      | 0.00%             | 2027-06-13      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2423642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1015 | PA      | $999.50       | 0.00%             | 2027-01-22      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2423715.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $261.40       | 0.00%             | 2027-01-13      | Fixed         | 32.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2424580.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8980 | PA      | $8868.43      | 0.00%             | 2027-06-13      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425055.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3436 | PA      | $3384.85      | 0.00%             | 2027-01-13      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425371.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $507.09       | 0.00%             | 2027-01-13      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425681.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4211 | PA      | $4151.10      | 0.00%             | 2027-01-13      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425791.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       915 | PA      | $901.48       | 0.00%             | 2027-01-13      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426259.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $1201.24      | 0.00%             | 2027-01-13      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426523.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $273.54       | 0.00%             | 2027-01-13      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426682.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2464 | PA      | $178.06       | 0.00%             | 2027-11-13      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2062 | PA      | $2038.32      | 0.00%             | 2027-01-21      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426985.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7841 | PA      | $7721.91      | 0.00%             | 2027-01-13      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426991.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $1064.79      | 0.00%             | 2027-01-13      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2427445.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1385.23      | 0.00%             | 2027-01-13      | Fixed         | 7.98%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2427875.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $183.04       | 0.00%             | 2027-01-13      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2427919.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3355 | PA      | $75.48        | 0.00%             | 2027-01-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2428748.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $2056.99      | 0.00%             | 2027-01-13      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2428882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1456 | PA      | $1434.55      | 0.00%             | 2027-01-14      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2429192.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1803 | PA      | $1777.99      | 0.00%             | 2027-01-14      | Fixed         | 34.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2429622.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $138.28       | 0.00%             | 2027-11-14      | Fixed         | 15.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2429972.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $496.59       | 0.00%             | 2027-01-14      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2430067.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $979.25       | 0.00%             | 2027-01-14      | Fixed         | 32.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2430722.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2868 | PA      | $2825.24      | 0.00%             | 2027-01-14      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2431037.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $664.73       | 0.00%             | 2027-01-14      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2431137.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $343.02       | 0.00%             | 2027-01-14      | Fixed         | 29.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2432969.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $2485.87      | 0.00%             | 2027-01-14      | Fixed         | 29.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2433055.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $552.75       | 0.00%             | 2027-01-14      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2434298.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $84.02        | 0.00%             | 2027-01-14      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2434302.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $905.26       | 0.00%             | 2027-01-14      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2434725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $828.81       | 0.00%             | 2027-01-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2435527.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4294 | PA      | $3369.80      | 0.00%             | 2027-01-14      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2436112.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $800.98       | 0.00%             | 2027-01-18      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2436660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $51.55        | 0.00%             | 2027-04-18      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2436679.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $879.30       | 0.00%             | 2027-01-18      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2437428.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $639.61       | 0.00%             | 2027-01-18      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2437431.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $520.24       | 0.00%             | 2027-02-16      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2437637.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $436.58       | 0.00%             | 2027-01-18      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2438330.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $931.62       | 0.00%             | 2027-01-18      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2438645.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $1755.92      | 0.00%             | 2027-06-26      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2438660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1093 | PA      | $883.22       | 0.00%             | 2027-01-18      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2594995.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5837 | PA      | $5727.97      | 0.00%             | 2027-02-10      | Fixed         | 9.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2602616.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11053 | PA      | $10874.25     | 0.00%             | 2027-02-10      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2603295.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4767 | PA      | $4689.49      | 0.00%             | 2027-08-24      | Fixed         | 23.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2603425.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $853.18       | 0.00%             | 2027-02-10      | Fixed         | 27.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2603700.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $184.26       | 0.00%             | 2027-07-10      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2604033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2346 | PA      | $2308.46      | 0.00%             | 2027-02-25      | Fixed         | 19.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2604554.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4308 | PA      | $4237.41      | 0.00%             | 2027-02-11      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2604743.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $2782.36      | 0.00%             | 2027-02-10      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2604813.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $1810.28      | 0.00%             | 2027-02-10      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2604860.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1459 | PA      | $1434.74      | 0.00%             | 2027-02-10      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2605935.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3035 | PA      | $2976.79      | 0.00%             | 2027-12-10      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2606754.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $1062.62      | 0.00%             | 2027-02-10      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2606882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $1709.96      | 0.00%             | 2027-02-10      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607078.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $601.38       | 0.00%             | 2027-02-10      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607135.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $1503.07      | 0.00%             | 2027-12-20      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1831.14      | 0.00%             | 2027-02-10      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607306.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $776.08       | 0.00%             | 2027-02-10      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1604 | PA      | $115.42       | 0.00%             | 2027-05-10      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607854.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1687.43      | 0.00%             | 2027-02-10      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2608240.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3006 | PA      | $2957.26      | 0.00%             | 2027-02-11      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2609511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5437 | PA      | $5378.67      | 0.00%             | 2027-07-11      | Fixed         | 18.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2609619.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $806.69       | 0.00%             | 2027-02-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2609734.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $604.07       | 0.00%             | 2027-12-16      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2609816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2756 | PA      | $2708.74      | 0.00%             | 2027-02-11      | Fixed         | 27.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610030.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $994.24       | 0.00%             | 2027-02-11      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610510.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $492.67       | 0.00%             | 2027-02-11      | Fixed         | 33.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610585.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6968 | PA      | $6808.80      | 0.00%             | 2027-07-16      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610773.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4108 | PA      | $4043.37      | 0.00%             | 2027-02-11      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $227.23       | 0.00%             | 2027-02-11      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610903.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7686 | PA      | $7561.27      | 0.00%             | 2027-07-11      | Fixed         | 34.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610980.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2335.29      | 0.00%             | 2027-02-11      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2611103.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $66.60        | 0.00%             | 2027-11-11      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2611297.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3810 | PA      | $3765.34      | 0.00%             | 2027-02-11      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2611533.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $959.17       | 0.00%             | 2027-02-11      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2611548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $331.48       | 0.00%             | 2027-02-11      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2611559.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       948 | PA      | $932.13       | 0.00%             | 2027-02-11      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2612001.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $670.83       | 0.00%             | 2027-02-11      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2612243.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $410.08       | 0.00%             | 2027-02-11      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2612937.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5493 | PA      | $5397.91      | 0.00%             | 2027-02-11      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2612944.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2281 | PA      | $2243.70      | 0.00%             | 2027-02-24      | Fixed         | 29.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2613043.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2587 | PA      | $2544.86      | 0.00%             | 2027-02-11      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2613750.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $666.50       | 0.00%             | 2027-02-11      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2613777.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $669.18       | 0.00%             | 2027-07-11      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2614143.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $747.62       | 0.00%             | 2027-02-11      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2614310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $722.17       | 0.00%             | 2027-02-11      | Fixed         | 33.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2614677.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1371 | PA      | $1348.72      | 0.00%             | 2027-02-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2615345.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1434.09      | 0.00%             | 2027-02-11      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2615423.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4137 | PA      | $4070.82      | 0.00%             | 2027-02-11      | Fixed         | 28.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2615716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1107.56      | 0.00%             | 2027-12-21      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2615937.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2957 | PA      | $2906.72      | 0.00%             | 2027-05-14      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2616093.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2384 | PA      | $1832.39      | 0.00%             | 2027-02-14      | Fixed         | 29.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2616193.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $342.09       | 0.00%             | 2027-02-14      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2616788.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3370 | PA      | $3317.71      | 0.00%             | 2027-02-14      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2616908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1191.52      | 0.00%             | 2027-02-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2617504.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9983 | PA      | $9808.65      | 0.00%             | 2027-12-14      | Fixed         | 30.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2617614.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8134 | PA      | $2501.10      | 0.00%             | 2027-02-14      | Fixed         | 28.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2617973.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1978.66      | 0.00%             | 2027-02-14      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2618241.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2565 | PA      | $2527.33      | 0.00%             | 2027-02-14      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2618539.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1328 | PA      | $1307.59      | 0.00%             | 2027-02-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2946278.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3636 | PA      | $3601.84      | 0.00%             | 2027-04-14      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2946360.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2266 | PA      | $2234.01      | 0.00%             | 2027-04-14      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2948716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2901 | PA      | $2861.90      | 0.00%             | 2027-04-14      | Fixed         | 27.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2948773.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1498 | PA      | $1477.94      | 0.00%             | 2027-04-14      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2948843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3270 | PA      | $3226.45      | 0.00%             | 2027-04-14      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949044.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1399 | PA      | $1380.24      | 0.00%             | 2027-04-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949051.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1804 | PA      | $1782.36      | 0.00%             | 2027-04-14      | Fixed         | 32.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949070.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6836 | PA      | $6736.39      | 0.00%             | 2027-04-14      | Fixed         | 14.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949125.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1091.82      | 0.00%             | 2027-04-14      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949268.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $256.95       | 0.00%             | 2027-04-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949368.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $261.33       | 0.00%             | 2027-04-14      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $970.69       | 0.00%             | 2027-04-14      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949561.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5810 | PA      | $5732.02      | 0.00%             | 2027-04-14      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949727.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $666.60       | 0.00%             | 2027-04-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949765.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3252 | PA      | $3208.98      | 0.00%             | 2027-04-14      | Fixed         | 28.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949810.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3269 | PA      | $3220.21      | 0.00%             | 2027-04-14      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949972.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1330 | PA      | $1299.98      | 0.00%             | 2027-04-14      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950185.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1410.25      | 0.00%             | 2027-04-14      | Fixed         | 32.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $620.54       | 0.00%             | 2027-04-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950242.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $861.59       | 0.00%             | 2028-02-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950277.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $516.28       | 0.00%             | 2027-04-14      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950357.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4852 | PA      | $4789.91      | 0.00%             | 2027-09-14      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11525 | PA      | $821.64       | 0.00%             | 2027-09-14      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1225 | PA      | $1208.28      | 0.00%             | 2027-04-14      | Fixed         | 29.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $193.42       | 0.00%             | 2027-04-14      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950561.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $501.71       | 0.00%             | 2027-04-14      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950575.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $902.04       | 0.00%             | 2027-04-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950648.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $559.71       | 0.00%             | 2028-02-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950779.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $987.52       | 0.00%             | 2027-08-14      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950781.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3267 | PA      | $3238.49      | 0.00%             | 2027-04-14      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950896.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $990.91       | 0.00%             | 2027-04-28      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951030.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1669 | PA      | $121.22       | 0.00%             | 2027-04-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951084.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8377 | PA      | $8270.90      | 0.00%             | 2028-02-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951123.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5961 | PA      | $430.44       | 0.00%             | 2027-09-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951175.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $568.01       | 0.00%             | 2027-04-14      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $1103.59      | 0.00%             | 2027-04-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951315.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2022 | PA      | $1979.13      | 0.00%             | 2027-09-14      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951375.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $966.96       | 0.00%             | 2027-04-14      | Fixed         | 22.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951435.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $618.49       | 0.00%             | 2027-04-14      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951535.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5519 | PA      | $5467.66      | 0.00%             | 2027-04-14      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951854.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4933 | PA      | $4860.67      | 0.00%             | 2027-04-14      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1692458.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1050 | PA      | $1034.16      | 0.00%             | 2027-02-20      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1694887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1326 | PA      | $1305.48      | 0.00%             | 2027-02-15      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1705442.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $980.91       | 0.00%             | 2026-09-15      | Fixed         | 26.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1712309.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $413.26       | 0.00%             | 2026-09-15      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1714660.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3111 | PA      | $3068.49      | 0.00%             | 2026-09-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1714787.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.66        | 0.00%             | 2026-09-15      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1715513.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8359 | PA      | $6382.51      | 0.00%             | 2027-02-15      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1715518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3649 | PA      | $2860.89      | 0.00%             | 2027-02-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1716174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6022 | PA      | $5927.89      | 0.00%             | 2027-07-15      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1716286.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1645.95      | 0.00%             | 2026-09-15      | Fixed         | 13.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1717453.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5098 | PA      | $5025.40      | 0.00%             | 2026-09-15      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1717659.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $412.26       | 0.00%             | 2026-09-15      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1718702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2770 | PA      | $2771.89      | 0.00%             | 2028-09-15      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1718966.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4979 | PA      | $4908.74      | 0.00%             | 2028-09-15      | Fixed         | 18.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1862311.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1332.47      | 0.00%             | 2026-10-20      | Fixed         | 26.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1882034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $54.53        | 0.00%             | 2027-05-20      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1882558.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $263.24       | 0.00%             | 2026-10-20      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1883791.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $1539.52      | 0.00%             | 2026-10-20      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1885346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $381.12       | 0.00%             | 2026-10-20      | Fixed         | 12.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1886082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13467 | PA      | $13263.67     | 0.00%             | 2027-03-20      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1887062.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $679.98       | 0.00%             | 2026-10-20      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1887186.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $313.88       | 0.00%             | 2026-10-20      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1887570.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $494.44       | 0.00%             | 2026-10-20      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1888117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $668.59       | 0.00%             | 2026-10-20      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1888552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3005 | PA      | $2962.51      | 0.00%             | 2026-10-20      | Fixed         | 7.94%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1888883.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1326 | PA      | $1306.82      | 0.00%             | 2026-10-20      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1888979.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2717 | PA      | $2681.75      | 0.00%             | 2026-10-20      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2046597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3101 | PA      | $3057.30      | 0.00%             | 2026-11-15      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2046907.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $975.81       | 0.00%             | 2027-04-28      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2046932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $2907.04      | 0.00%             | 2026-11-15      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2046952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $533.70       | 0.00%             | 2027-06-15      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047197.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1105 | PA      | $1089.98      | 0.00%             | 2026-11-15      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047210.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $118.43       | 0.00%             | 2027-03-15      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047237.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $975.51       | 0.00%             | 2026-11-15      | Fixed         | 9.32%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2806 | PA      | $2766.82      | 0.00%             | 2026-11-15      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $1558.37      | 0.00%             | 2026-11-15      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047532.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $880.14       | 0.00%             | 2026-11-15      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047586.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $424.81       | 0.00%             | 2026-11-15      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047847.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2352 | PA      | $2317.51      | 0.00%             | 2027-04-20      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $1494.98      | 0.00%             | 2026-11-15      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3017 | PA      | $2965.49      | 0.00%             | 2027-04-15      | Fixed         | 11.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048156.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1339 | PA      | $268.97       | 0.00%             | 2026-11-15      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048411.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $533.63       | 0.00%             | 2026-11-15      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048596.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       915 | PA      | $902.39       | 0.00%             | 2026-11-15      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048606.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2086 | PA      | $1733.15      | 0.00%             | 2026-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048855.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1422 | PA      | $1406.41      | 0.00%             | 2026-11-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048909.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $488.27       | 0.00%             | 2026-11-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048978.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1892 | PA      | $1864.47      | 0.00%             | 2026-11-15      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2049153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $1703.04      | 0.00%             | 2026-11-15      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2049386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $1350.39      | 0.00%             | 2027-04-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2049419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.44        | 0.00%             | 2026-11-15      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2088829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3634 | PA      | $2710.39      | 0.00%             | 2027-04-22      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2094270.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $604.19       | 0.00%             | 2026-11-22      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2094312.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5690 | PA      | $5625.57      | 0.00%             | 2026-11-22      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2094764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $321.91       | 0.00%             | 2026-11-22      | Fixed         | 11.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2094766.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160 | PA      | $84.37        | 0.00%             | 2026-11-22      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2094851.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7581 | PA      | $7511.07      | 0.00%             | 2026-11-22      | Fixed         | 18.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2095820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2875 | PA      | $2232.66      | 0.00%             | 2027-04-22      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096054.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $643.59       | 0.00%             | 2026-11-22      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $2455.05      | 0.00%             | 2026-11-22      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096356.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $186.83       | 0.00%             | 2026-11-22      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $1798.84      | 0.00%             | 2026-11-22      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096414.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $330.76       | 0.00%             | 2027-04-22      | Fixed         | 14.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096760.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1963 | PA      | $1940.48      | 0.00%             | 2026-11-22      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096773.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $513.94       | 0.00%             | 2026-12-03      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096899.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1514.61      | 0.00%             | 2026-11-22      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2261699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $649.07       | 0.00%             | 2026-12-22      | Fixed         | 10.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2275171.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $396.17       | 0.00%             | 2026-12-22      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2286942.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $414.95       | 0.00%             | 2026-12-21      | Fixed         | 22.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2287500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $636.13       | 0.00%             | 2026-12-21      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2288091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1679.51      | 0.00%             | 2026-12-22      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2288385.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $853.44       | 0.00%             | 2026-12-21      | Fixed         | 12.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2292073.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $586.18       | 0.00%             | 2026-12-21      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2292250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3522 | PA      | $3461.80      | 0.00%             | 2027-06-01      | Fixed         | 12.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2292373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $361.16       | 0.00%             | 2026-12-22      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2292686.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $463.58       | 0.00%             | 2026-12-21      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2293030.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $146.46       | 0.00%             | 2027-10-21      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2293347.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5907 | PA      | $5835.83      | 0.00%             | 2026-12-21      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2293386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1644 | PA      | $1623.90      | 0.00%             | 2026-12-21      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2293969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3326 | PA      | $238.74       | 0.00%             | 2027-11-21      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $1040.08      | 0.00%             | 2026-12-21      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294392.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $4133.97      | 0.00%             | 2026-12-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294601.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15352 | PA      | $502.67       | 0.00%             | 2026-12-21      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294767.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $541.88       | 0.00%             | 2026-12-21      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $894.84       | 0.00%             | 2026-12-21      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $992.13       | 0.00%             | 2026-12-21      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295310.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1045.86      | 0.00%             | 2026-12-21      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295430.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3678 | PA      | $1294.22      | 0.00%             | 2026-12-21      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295515.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $190.21       | 0.00%             | 2027-10-21      | Fixed         | 24.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295608.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1936 | PA      | $1912.29      | 0.00%             | 2026-12-21      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295880.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $470.94       | 0.00%             | 2026-12-21      | Fixed         | 8.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296037.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $910.87       | 0.00%             | 2026-12-21      | Fixed         | 22.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $930.30       | 0.00%             | 2026-12-21      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2049 | PA      | $2023.77      | 0.00%             | 2026-12-26      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296294.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $30.32        | 0.00%             | 2026-12-21      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2970 | PA      | $1068.10      | 0.00%             | 2026-12-22      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $499.42       | 0.00%             | 2026-12-21      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296515.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $613.16       | 0.00%             | 2026-12-22      | Fixed         | 22.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296608.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3049 | PA      | $3007.61      | 0.00%             | 2026-12-22      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       965 | PA      | $949.43       | 0.00%             | 2026-12-22      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296775.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $934.90       | 0.00%             | 2026-12-22      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296777.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2019 | PA      | $1994.09      | 0.00%             | 2026-12-22      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1642.03      | 0.00%             | 2026-12-22      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296896.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $492.38       | 0.00%             | 2026-12-22      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $957.87       | 0.00%             | 2026-12-22      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296962.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $728.69       | 0.00%             | 2026-12-22      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2297301.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $38.90        | 0.00%             | 2026-12-22      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2297394.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       699 | PA      | $689.17       | 0.00%             | 2026-12-22      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2297702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $219.87       | 0.00%             | 2026-12-22      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2297949.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $760.84       | 0.00%             | 2026-12-22      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298101.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.42        | 0.00%             | 2026-12-22      | Fixed         | 15.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7085 | PA      | $6943.08      | 0.00%             | 2026-12-22      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298544.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $295.99       | 0.00%             | 2026-12-22      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $989.38       | 0.00%             | 2026-12-22      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298796.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $463.22       | 0.00%             | 2027-05-22      | Fixed         | 7.68%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298867.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $2174.20      | 0.00%             | 2026-12-22      | Fixed         | 6.47%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298974.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $371.16       | 0.00%             | 2026-12-22      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2299006.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2778 | PA      | $2207.79      | 0.00%             | 2026-12-22      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2299578.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $507.88       | 0.00%             | 2026-12-22      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300059.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $761.80       | 0.00%             | 2026-12-22      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5763 | PA      | $5677.17      | 0.00%             | 2027-10-22      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300266.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3959 | PA      | $3906.37      | 0.00%             | 2026-12-22      | Fixed         | 15.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $565.79       | 0.00%             | 2026-12-22      | Fixed         | 21.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300474.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1145 | PA      | $1134.11      | 0.00%             | 2027-05-27      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2395761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6846 | PA      | $6738.57      | 0.00%             | 2027-01-13      | Fixed         | 22.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2421701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7192 | PA      | $6980.15      | 0.00%             | 2027-11-13      | Fixed         | 5.91%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2422250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $726.03       | 0.00%             | 2027-01-13      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2423497.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $373.78       | 0.00%             | 2027-01-13      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7761 | PA      | $7604.67      | 0.00%             | 2027-01-13      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424670.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1605 | PA      | $1571.53      | 0.00%             | 2027-01-13      | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1232.70      | 0.00%             | 2027-01-13      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $772.55       | 0.00%             | 2027-01-13      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $60.24        | 0.00%             | 2027-01-13      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2425118.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1435.74      | 0.00%             | 2027-01-13      | Fixed         | 17.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2425208.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $1094.36      | 0.00%             | 2027-01-13      | Fixed         | 9.97%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426247.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2592 | PA      | $2538.05      | 0.00%             | 2027-01-13      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1356.81      | 0.00%             | 2027-06-13      | Fixed         | 17.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426387.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $766.29       | 0.00%             | 2027-01-13      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2340 | PA      | $2304.22      | 0.00%             | 2027-01-25      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2427076.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1540 | PA      | $1512.45      | 0.00%             | 2027-01-13      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2427091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $1223.29      | 0.00%             | 2027-01-13      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2427644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $52.59        | 0.00%             | 2027-01-13      | Fixed         | 7.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2427912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $222.11       | 0.00%             | 2027-01-13      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2427954.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7281 | PA      | $598.86       | 0.00%             | 2027-01-13      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2428214.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $492.65       | 0.00%             | 2027-01-13      | Fixed         | 10.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2428411.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       965 | PA      | $954.40       | 0.00%             | 2027-01-13      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2428444.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $1227.02      | 0.00%             | 2027-01-13      | Fixed         | 16.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429267.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2109 | PA      | $2085.76      | 0.00%             | 2027-01-14      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2092 | PA      | $2054.70      | 0.00%             | 2027-01-14      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429477.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2498 | PA      | $2453.73      | 0.00%             | 2027-01-14      | Fixed         | 8.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $819.80       | 0.00%             | 2027-01-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429715.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1007 | PA      | $985.13       | 0.00%             | 2027-06-14      | Fixed         | 8.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429755.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3235 | PA      | $3183.50      | 0.00%             | 2027-01-14      | Fixed         | 19.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $883.80       | 0.00%             | 2027-01-14      | Fixed         | 9.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429979.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $530.56       | 0.00%             | 2027-01-14      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2430189.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $66.89        | 0.00%             | 2027-03-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2430454.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2294 | PA      | $166.89       | 0.00%             | 2027-05-14      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2430462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4446 | PA      | $4367.57      | 0.00%             | 2027-01-14      | Fixed         | 8.40%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2430601.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3287 | PA      | $3236.77      | 0.00%             | 2027-01-14      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2430735.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1610 | PA      | $1305.27      | 0.00%             | 2027-01-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2431623.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11161 | PA      | $11044.04     | 0.00%             | 2027-12-02      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2431725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18973 | PA      | $1381.64      | 0.00%             | 2027-06-28      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2431798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2110 | PA      | $2069.23      | 0.00%             | 2027-01-14      | Fixed         | 6.68%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432199.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $1062.13      | 0.00%             | 2027-06-14      | Fixed         | 7.42%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432353.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4648 | PA      | $4552.68      | 0.00%             | 2027-11-20      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432514.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6367 | PA      | $6254.91      | 0.00%             | 2027-01-14      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $445.96       | 0.00%             | 2027-01-14      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4779 | PA      | $4654.76      | 0.00%             | 2027-11-14      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432911.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $1130.71      | 0.00%             | 2027-01-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2433061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1909 | PA      | $1871.00      | 0.00%             | 2027-06-14      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2433930.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2446 | PA      | $2408.86      | 0.00%             | 2027-01-14      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2433991.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $147.84       | 0.00%             | 2027-11-14      | Fixed         | 7.94%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434330.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $2005.49      | 0.00%             | 2027-01-14      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434354.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $962.39       | 0.00%             | 2027-01-14      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $387.07       | 0.00%             | 2027-01-14      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434529.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1222.43      | 0.00%             | 2027-01-14      | Fixed         | 8.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434635.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3717 | PA      | $3651.19      | 0.00%             | 2027-01-14      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434814.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $435.87       | 0.00%             | 2027-01-14      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434868.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1837.91      | 0.00%             | 2027-01-14      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434928.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $990.67       | 0.00%             | 2027-01-14      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6970 | PA      | $505.61       | 0.00%             | 2027-01-14      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1759 | PA      | $1722.00      | 0.00%             | 2027-01-14      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $512.77       | 0.00%             | 2027-01-14      | Fixed         | 5.79%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435410.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5224 | PA      | $1492.04      | 0.00%             | 2027-06-14      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435424.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1508.64      | 0.00%             | 2027-11-21      | Fixed         | 10.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3443 | PA      | $2748.53      | 0.00%             | 2027-01-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435765.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $18.08        | 0.00%             | 2027-02-18      | Fixed         | 24.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435766.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       837 | PA      | $826.44       | 0.00%             | 2027-01-28      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435828.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2237 | PA      | $2202.99      | 0.00%             | 2027-02-01      | Fixed         | 15.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435936.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $497.95       | 0.00%             | 2027-01-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       858 | PA      | $163.58       | 0.00%             | 2027-01-18      | Fixed         | 5.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $544.26       | 0.00%             | 2027-01-18      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436166.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1739 | PA      | $1702.48      | 0.00%             | 2027-01-18      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436314.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $1149.95      | 0.00%             | 2027-01-18      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436823.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       945 | PA      | $932.67       | 0.00%             | 2027-01-18      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3322 | PA      | $3275.46      | 0.00%             | 2027-01-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436944.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5937 | PA      | $5848.31      | 0.00%             | 2027-01-18      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2437383.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2754 | PA      | $2714.76      | 0.00%             | 2027-01-18      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2437522.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $323.68       | 0.00%             | 2027-01-18      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2437526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $106.05       | 0.00%             | 2027-01-18      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2437916.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       945 | PA      | $930.67       | 0.00%             | 2027-01-18      | Fixed         | 11.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2438360.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3440 | PA      | $2650.72      | 0.00%             | 2027-01-18      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2438805.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2778 | PA      | $2721.89      | 0.00%             | 2027-11-18      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2439293.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $44.81        | 0.00%             | 2027-05-18      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2528315.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2227 | PA      | $2185.21      | 0.00%             | 2027-02-10      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2539854.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $997.30       | 0.00%             | 2027-02-11      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2570795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1892 | PA      | $1850.68      | 0.00%             | 2027-02-11      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2601501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1163 | PA      | $1144.69      | 0.00%             | 2027-02-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2601898.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $356.96       | 0.00%             | 2027-02-10      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2602160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $1787.63      | 0.00%             | 2027-02-10      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2602456.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $2005.95      | 0.00%             | 2027-02-10      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2603034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2288 | PA      | $2259.60      | 0.00%             | 2027-02-10      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2603922.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1359 | PA      | $1335.38      | 0.00%             | 2027-02-10      | Fixed         | 21.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $362.21       | 0.00%             | 2027-02-10      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604262.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1288 | PA      | $1265.56      | 0.00%             | 2027-02-10      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604537.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4004 | PA      | $3915.61      | 0.00%             | 2027-02-10      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $624.15       | 0.00%             | 2027-02-10      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604772.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6638 | PA      | $6497.94      | 0.00%             | 2027-07-10      | Fixed         | 7.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2605139.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1359.16      | 0.00%             | 2029-02-10      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2605310.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $1269.99      | 0.00%             | 2027-02-10      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2605446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $897.82       | 0.00%             | 2027-02-10      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2605594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $715.06       | 0.00%             | 2027-02-10      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2606699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5025 | PA      | $4942.42      | 0.00%             | 2027-02-10      | Fixed         | 11.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2606747.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2395 | PA      | $2352.70      | 0.00%             | 2027-02-10      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2606928.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $554.51       | 0.00%             | 2027-02-10      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2606964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $250.21       | 0.00%             | 2027-02-10      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607076.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8415 | PA      | $8258.33      | 0.00%             | 2027-07-10      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1465 | PA      | $1438.74      | 0.00%             | 2027-02-10      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607609.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $1025.78      | 0.00%             | 2027-07-10      | Fixed         | 15.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607782.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $563.02       | 0.00%             | 2027-02-10      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1597.43      | 0.00%             | 2027-02-10      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607986.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16824 | PA      | $16137.73     | 0.00%             | 2029-07-10      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608032.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2362 | PA      | $2322.51      | 0.00%             | 2029-02-10      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608111.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4069 | PA      | $3998.63      | 0.00%             | 2027-02-10      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5660 | PA      | $5567.88      | 0.00%             | 2027-02-10      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608126.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $942.11       | 0.00%             | 2027-02-10      | Fixed         | 22.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608142.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2083 | PA      | $2046.06      | 0.00%             | 2027-02-10      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608264.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6174 | PA      | $4748.99      | 0.00%             | 2027-02-20      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608348.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $1548.66      | 0.00%             | 2027-02-10      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $117.46       | 0.00%             | 2027-02-10      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $1007.28      | 0.00%             | 2027-07-10      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608553.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3699 | PA      | $3636.98      | 0.00%             | 2027-07-10      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608576.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $1021.28      | 0.00%             | 2027-02-10      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608712.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $849.04       | 0.00%             | 2027-02-10      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2609196.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1428.12      | 0.00%             | 2027-02-10      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2609505.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $444.70       | 0.00%             | 2027-02-11      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2609551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $281.75       | 0.00%             | 2027-02-10      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2609761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1217 | PA      | $1196.22      | 0.00%             | 2027-02-11      | Fixed         | 20.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610020.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1292 | PA      | $94.44        | 0.00%             | 2027-07-11      | Fixed         | 20.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $786.95       | 0.00%             | 2027-02-11      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5494 | PA      | $5407.73      | 0.00%             | 2027-02-28      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1779 | PA      | $1757.39      | 0.00%             | 2027-02-11      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1737 | PA      | $1716.21      | 0.00%             | 2027-02-11      | Fixed         | 15.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610465.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2885 | PA      | $2834.76      | 0.00%             | 2027-02-11      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7755 | PA      | $7624.16      | 0.00%             | 2027-02-11      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2238 | PA      | $2196.40      | 0.00%             | 2027-02-11      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5112 | PA      | $5026.53      | 0.00%             | 2027-02-11      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611172.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $416.53       | 0.00%             | 2027-02-11      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9098 | PA      | $2422.26      | 0.00%             | 2027-12-11      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611326.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3461 | PA      | $3399.80      | 0.00%             | 2027-12-11      | Fixed         | 18.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611366.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $1119.11      | 0.00%             | 2027-02-11      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2425 | PA      | $2382.20      | 0.00%             | 2027-07-11      | Fixed         | 16.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5907 | PA      | $5782.41      | 0.00%             | 2027-12-11      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611604.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1321 | PA      | $1299.53      | 0.00%             | 2027-02-11      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611816.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $89.87        | 0.00%             | 2027-07-12      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612096.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $512.18       | 0.00%             | 2027-02-11      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1942.59      | 0.00%             | 2027-02-11      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612114.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $1873.36      | 0.00%             | 2027-02-11      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612163.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $788.32       | 0.00%             | 2027-02-11      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612166.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $304.67       | 0.00%             | 2027-02-11      | Fixed         | 13.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3103 | PA      | $3051.70      | 0.00%             | 2027-02-11      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612449.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2259 | PA      | $2223.64      | 0.00%             | 2027-02-11      | Fixed         | 20.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612720.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $249.09       | 0.00%             | 2027-02-11      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3904 | PA      | $1291.67      | 0.00%             | 2027-02-11      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612816.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4793 | PA      | $4718.30      | 0.00%             | 2027-02-14      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2620 | PA      | $2578.09      | 0.00%             | 2027-02-11      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2613434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2929 | PA      | $2875.07      | 0.00%             | 2027-02-11      | Fixed         | 9.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2614124.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1179 | PA      | $1160.32      | 0.00%             | 2027-02-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2614419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $39.80        | 0.00%             | 2027-11-11      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2614826.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2980 | PA      | $889.44       | 0.00%             | 2027-07-14      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2614922.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $2383.21      | 0.00%             | 2027-02-11      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2614929.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1018 | PA      | $1001.40      | 0.00%             | 2027-02-11      | Fixed         | 16.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615143.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $165.55       | 0.00%             | 2027-07-11      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615183.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $2488.10      | 0.00%             | 2027-02-11      | Fixed         | 12.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615304.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8418 | PA      | $8280.18      | 0.00%             | 2027-02-11      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1463 | PA      | $1439.93      | 0.00%             | 2027-02-11      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615636.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5434 | PA      | $5366.91      | 0.00%             | 2027-02-11      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615652.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $874.13       | 0.00%             | 2027-02-11      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3450 | PA      | $311.76       | 0.00%             | 2027-07-14      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $967.88       | 0.00%             | 2027-02-14      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $329.49       | 0.00%             | 2027-02-14      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616368.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $1604.56      | 0.00%             | 2027-02-14      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616432.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $1805.50      | 0.00%             | 2027-02-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616590.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5102 | PA      | $5006.87      | 0.00%             | 2027-02-14      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616717.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       655 | PA      | $644.95       | 0.00%             | 2027-02-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $1375.11      | 0.00%             | 2027-02-24      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616809.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $1163.17      | 0.00%             | 2027-02-14      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616852.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3131 | PA      | $3068.07      | 0.00%             | 2027-12-28      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1751 | PA      | $1724.26      | 0.00%             | 2027-02-14      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617141.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $1232.41      | 0.00%             | 2027-02-14      | Fixed         | 5.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617283.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $587.88       | 0.00%             | 2027-02-14      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617298.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2030 | PA      | $1984.65      | 0.00%             | 2027-02-14      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $437.62       | 0.00%             | 2027-02-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617800.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1150.24      | 0.00%             | 2027-02-14      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2618109.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7777 | PA      | $7648.41      | 0.00%             | 2027-03-07      | Fixed         | 12.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2618649.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4014 | PA      | $3945.90      | 0.00%             | 2027-07-14      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2934626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1680.60      | 0.00%             | 2027-04-14      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2942764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3413 | PA      | $2564.70      | 0.00%             | 2027-04-14      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2942965.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3108 | PA      | $3065.34      | 0.00%             | 2027-04-14      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948733.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2644 | PA      | $1814.72      | 0.00%             | 2027-09-14      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948755.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2365 | PA      | $2342.69      | 0.00%             | 2027-04-14      | Fixed         | 16.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948803.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1159 | PA      | $1148.26      | 0.00%             | 2027-04-14      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948840.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4684 | PA      | $4621.60      | 0.00%             | 2027-04-28      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $391.56       | 0.00%             | 2027-04-14      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948992.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10011 | PA      | $9872.84      | 0.00%             | 2027-04-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949050.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4633 | PA      | $4571.17      | 0.00%             | 2027-04-20      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949108.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5389 | PA      | $390.25       | 0.00%             | 2027-04-14      | Fixed         | 9.33%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949121.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3452 | PA      | $3379.23      | 0.00%             | 2027-04-14      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949215.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4404 | PA      | $4305.55      | 0.00%             | 2027-04-14      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949405.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8695 | PA      | $2314.55      | 0.00%             | 2027-09-14      | Fixed         | 16.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949492.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $1415.16      | 0.00%             | 2027-04-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949507.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3858 | PA      | $3794.35      | 0.00%             | 2027-09-14      | Fixed         | 15.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $934.83       | 0.00%             | 2027-04-14      | Fixed         | 9.14%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949738.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622 | PA      | $613.41       | 0.00%             | 2027-04-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949763.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1676 | PA      | $1651.36      | 0.00%             | 2027-04-14      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949923.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $282.57       | 0.00%             | 2027-04-14      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949973.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2018 | PA      | $625.11       | 0.00%             | 2027-04-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950010.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1597 | PA      | $1560.81      | 0.00%             | 2027-04-14      | Fixed         | 6.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $452.07       | 0.00%             | 2027-04-14      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950134.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $19.52        | 0.00%             | 2027-04-14      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950216.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1711 | PA      | $1687.54      | 0.00%             | 2027-04-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950280.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1178.02      | 0.00%             | 2027-04-14      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950306.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6902 | PA      | $2095.43      | 0.00%             | 2027-04-14      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950333.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1232.49      | 0.00%             | 2027-09-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1239.20      | 0.00%             | 2027-04-22      | Fixed         | 20.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950367.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3232 | PA      | $3204.15      | 0.00%             | 2027-04-16      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950742.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $2539.87      | 0.00%             | 2027-04-14      | Fixed         | 13.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950811.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $340.38       | 0.00%             | 2027-04-14      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950858.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $1400.88      | 0.00%             | 2027-04-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950927.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $994.69       | 0.00%             | 2027-04-14      | Fixed         | 15.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $2414.62      | 0.00%             | 2027-04-14      | Fixed         | 11.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2508 | PA      | $2454.90      | 0.00%             | 2027-04-14      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951121.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3727 | PA      | $3658.95      | 0.00%             | 2027-04-14      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951216.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $647.87       | 0.00%             | 2027-04-14      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2416 | PA      | $2372.13      | 0.00%             | 2027-04-14      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2608 | PA      | $2572.46      | 0.00%             | 2027-04-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $552.63       | 0.00%             | 2027-04-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951305.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $1054.28      | 0.00%             | 2027-04-16      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951339.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4686 | PA      | $4617.21      | 0.00%             | 2027-04-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $813.74       | 0.00%             | 2027-04-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951427.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2003 | PA      | $1975.01      | 0.00%             | 2027-04-14      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       779 | PA      | $769.39       | 0.00%             | 2027-04-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951595.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1984 | PA      | $1948.23      | 0.00%             | 2027-09-14      | Fixed         | 10.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951687.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $1998.21      | 0.00%             | 2027-04-14      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951714.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3692 | PA      | $3638.10      | 0.00%             | 2027-04-14      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9310 | PA      | $9226.93      | 0.00%             | 2027-04-14      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Republic of Turkiye (The)                                               | Turkiye Government Bond                                                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   1090000 | PA      | $1141773.05   | 0.06%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2731 | NC      | $-5016459.20  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | U.S. Treasury 10 Year Notes                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -223 | NC      | $586356.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | U.S. Treasury Long Bonds                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -25 | NC      | $120982.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $35391.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                              | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698450 | PA      | $698568.96    | 0.04%             | 2044-03-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables Owner Trust, Series 2024-B, Class A3                                      | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5972618 | PA      | $6023310.80   | 0.32%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd.                                           | Madison Park Funding XLV Ltd., Series 2020-45A, Class ARR                                         | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7004992.31   | 0.38%             | 2034-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| All Day Electric, Inc.                                                  | All Day Electric, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       160 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

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

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer